+24.3%
DECK vs VICR
-13.4%
+37.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.1% | +13.5% | +0.3% |
| 7D | +6.0% | -34.6% | +40.6% | +11.3% |
| 30D | +7.4% | -54.9% | +62.3% | +17.6% |
| 3M | -11.7% | -38.3% | +26.7% | -8.4% |
| 6M | -11.0% | -49.2% | +38.3% | -8.4% |
| YTD | -15.4% | +23.3% | -38.6% | -27.0% |
| 1Y | +7.2% | +42.4% | -35.1% | -10.1% |
| 3Y | -11.8% | +244.9% | -256.7% | -40.8% |
| 5Y | +24.3% | -12.9% | +37.2% | +1.0% |
| All | +24.3% | -13.4% | +37.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling