-99.9%
DFNS vs VICR
+46.6%
-146.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -5.4% |
| 7D | +4.6% | +1.3% | +3.4% | +4.9% |
| 30D | -73.9% | -11.9% | -61.9% | -74.6% |
| 3M | -71.7% | -35.1% | -36.6% | -73.3% |
| 6M | -94.6% | +8.1% | -102.7% | -94.3% |
| YTD | -98.1% | +67.8% | -165.8% | -97.8% |
| 1Y | -98.3% | +267.3% | -365.6% | -97.7% |
| 3Y | -99.9% | +191.2% | -291.1% | -99.8% |
| 5Y | -99.9% | +48.1% | -147.9% | -99.8% |
| All | -99.9% | +46.6% | -146.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling