+247.6%
DIA vs VICR
+1,679.8%
-1,432.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -0.3% |
| 7D | -1.6% | +5.0% | -6.5% | -2.2% |
| 30D | -2.0% | -12.5% | +10.4% | -0.9% |
| 3M | +3.6% | -33.6% | +37.2% | +6.9% |
| 6M | +11.5% | +10.7% | +0.8% | +6.3% |
| YTD | +10.4% | +80.6% | -70.2% | -1.6% |
| 1Y | +15.6% | +288.4% | -272.8% | -7.3% |
| 3Y | +58.9% | +213.8% | -154.9% | +24.6% |
| 5Y | +65.3% | +58.8% | +6.5% | +33.9% |
| All | +247.6% | +1,679.8% | -1,432.2% | +87.3% |
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