+781.3%
DECK vs VICR
+1,071.4%
-290.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.5% | -2.2% |
| 7D | -0.8% | +5.7% | -6.5% | -2.1% |
| 30D | +4.9% | -35.2% | +40.1% | +11.1% |
| 3M | -5.8% | -20.3% | +14.5% | -5.5% |
| 6M | -8.6% | -46.3% | +37.7% | -4.6% |
| YTD | -14.7% | +53.4% | -68.1% | -31.1% |
| 1Y | +6.9% | +81.6% | -74.7% | -16.9% |
| 3Y | -16.2% | +360.5% | -376.7% | -51.1% |
| 5Y | +25.3% | +4.4% | +20.8% | -6.8% |
| 10Y | +781.3% | +1,055.3% | -274.0% | +295.5% |
| All | +781.3% | +1,071.4% | -290.1% | +295.5% |
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