+724.9%
DELL vs VICR
+209.3%
+515.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +11.2% | +0.8% | +9.4% |
| 7D | +8.2% | +5.0% | +3.3% | +7.1% |
| 30D | +17.1% | -12.5% | +29.6% | +20.4% |
| 3M | +45.2% | -33.6% | +78.8% | +56.3% |
| 6M | +286.8% | +10.7% | +276.1% | +264.9% |
| YTD | +354.8% | +80.6% | +274.2% | +278.4% |
| 1Y | +358.3% | +288.4% | +69.9% | +211.1% |
| 3Y | +724.9% | +213.8% | +511.1% | +455.7% |
| All | +724.9% | +209.3% | +515.6% | +455.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling