-99.9%
DFNS vs VICR
+134.7%
-234.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.4% |
| 30D | -73.1% | -15.6% | -57.5% | -74.0% |
| 3M | -71.4% | -35.4% | -36.0% | -72.9% |
| 6M | -93.8% | +1.3% | -95.1% | -93.6% |
| YTD | -98.0% | +62.5% | -160.5% | -97.8% |
| 1Y | -98.2% | +255.5% | -353.6% | -97.5% |
| 3Y | -99.9% | +182.0% | -281.9% | -99.8% |
| 5Y | -99.9% | +42.9% | -142.8% | -99.8% |
| All | -99.9% | +134.7% | -234.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling