+6,920.8%
DECK vs VICR
+2,134.9%
+4,785.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.6% | -13.9% | +0.3% | -11.9% |
| 3M | -21.2% | -38.4% | +17.2% | -17.0% |
| 6M | -21.1% | -7.2% | -13.9% | -24.7% |
| YTD | -17.2% | +72.0% | -89.3% | -30.3% |
| 1Y | -30.7% | +263.3% | -294.0% | -50.0% |
| 3Y | -3.4% | +173.3% | -176.6% | -30.9% |
| 5Y | +25.5% | +47.3% | -21.8% | -7.4% |
| 10Y | +714.7% | +1,495.2% | -780.5% | +269.3% |
| All | +6,920.8% | +2,134.9% | +4,785.9% | +2,725.0% |
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 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