+12,118.1%
DE vs VICR
+11,731.3%
+386.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.3% |
| 30D | +11.1% | -11.9% | +23.1% | +12.6% |
| 3M | +17.6% | -35.1% | +52.7% | +23.0% |
| 6M | +13.6% | +8.1% | +5.5% | +7.6% |
| YTD | +46.3% | +67.8% | -21.5% | +28.3% |
| 1Y | +44.2% | +267.3% | -223.1% | +10.6% |
| 3Y | +76.6% | +191.2% | -114.6% | +31.8% |
| 5Y | +98.2% | +48.1% | +50.2% | +51.2% |
| 10Y | +863.5% | +1,546.1% | -682.6% | +361.1% |
| All | +12,118.1% | +11,731.3% | +386.8% | +3,168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling