+248.1%
DGX vs VICR
+1,679.8%
-1,431.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | +1.2% |
| 7D | -0.9% | +5.0% | -5.9% | -1.1% |
| 30D | -1.2% | -12.5% | +11.3% | -0.7% |
| 3M | +15.8% | -33.6% | +49.4% | +17.3% |
| 6M | +18.2% | +10.7% | +7.5% | +15.6% |
| YTD | +37.2% | +80.6% | -43.4% | +30.2% |
| 1Y | +30.4% | +288.4% | -258.0% | +17.9% |
| 3Y | +96.7% | +213.8% | -117.1% | +75.3% |
| 5Y | +67.2% | +58.8% | +8.3% | +52.7% |
| All | +248.1% | +1,679.8% | -1,431.6% | +147.6% |
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