-98.3%
DFNS vs VICR
+272.1%
-370.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.3% |
| 7D | -16.0% | +0.4% | -16.4% | -16.0% |
| 30D | -77.7% | -13.9% | -63.8% | -77.6% |
| 3M | -77.2% | -38.4% | -38.8% | -75.9% |
| 6M | -95.2% | -7.2% | -88.0% | -95.3% |
| YTD | -98.0% | +72.0% | -170.0% | -98.3% |
| 1Y | -98.3% | +263.3% | -361.6% | -99.0% |
| All | -98.3% | +272.1% | -370.4% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling