+4,782.6%
DELL vs VICR
+1,772.4%
+3,010.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +1.2% |
| 7D | +8.7% | +1.3% | +7.5% | +8.4% |
| 30D | +16.9% | -11.9% | +28.8% | +19.8% |
| 3M | +40.4% | -35.1% | +75.6% | +51.5% |
| 6M | +267.1% | +8.1% | +258.9% | +249.3% |
| YTD | +329.1% | +67.8% | +261.3% | +268.6% |
| 1Y | +346.9% | +267.3% | +79.6% | +222.3% |
| 3Y | +696.6% | +191.2% | +505.4% | +468.1% |
| 5Y | +1,106.2% | +48.1% | +1,058.1% | +797.5% |
| 10Y | +4,177.7% | +1,546.1% | +2,631.6% | +2,205.5% |
| All | +4,782.6% | +1,772.4% | +3,010.2% | +2,585.1% |
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