-100.0%
DFNS vs VICR
-1.1%
-98.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.9% |
| 7D | -6.0% | +8.3% | -14.3% | -5.1% |
| 30D | -71.2% | -35.2% | -36.0% | -72.9% |
| 3M | -94.5% | -29.8% | -64.7% | -94.8% |
| 6M | -96.5% | -48.6% | -48.0% | -96.8% |
| YTD | -99.6% | +45.1% | -144.7% | -99.6% |
| 1Y | -99.7% | +79.6% | -179.2% | -99.6% |
| 3Y | -100.0% | +335.4% | -435.4% | -100.0% |
| All | -100.0% | -1.1% | -98.9% | -100.0% |
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 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