+877.2%
DECK vs VICR
+1,052.0%
-174.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.7% |
| 7D | +5.8% | -23.1% | +28.9% | +9.9% |
| 30D | +7.9% | -48.1% | +55.9% | +18.8% |
| 3M | -11.4% | -32.8% | +21.4% | -8.4% |
| 6M | -16.6% | -47.6% | +31.0% | -13.5% |
| YTD | -16.4% | +34.0% | -50.4% | -30.8% |
| 1Y | +8.6% | +65.0% | -56.4% | -14.4% |
| 3Y | -15.1% | +277.1% | -292.2% | -48.7% |
| 5Y | +22.9% | -5.3% | +28.2% | -7.5% |
| All | +877.2% | +1,052.0% | -174.8% | +321.3% |
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