+741.1%
DECK vs VICR
+1,533.9%
-792.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.6% | -13.9% | +0.3% | -11.8% |
| 3M | -21.2% | -38.4% | +17.2% | -16.7% |
| 6M | -21.1% | -7.2% | -13.9% | -25.6% |
| YTD | -17.2% | +72.0% | -89.3% | -32.5% |
| 1Y | -30.7% | +263.3% | -294.0% | -53.0% |
| 3Y | -3.4% | +173.3% | -176.6% | -35.2% |
| 5Y | +25.5% | +47.3% | -21.8% | -11.7% |
| All | +741.1% | +1,533.9% | -792.7% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling