+1,115.2%
DIA vs VICR
+660.5%
+454.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.5% |
| 7D | +0.1% | +9.8% | -9.8% | -1.2% |
| 30D | -2.1% | -12.6% | +10.5% | -0.7% |
| 3M | +4.2% | -29.7% | +33.9% | +7.2% |
| 6M | +11.9% | +18.8% | -7.0% | +5.2% |
| YTD | +10.8% | +76.4% | -65.6% | -2.0% |
| 1Y | +17.5% | +282.4% | -264.8% | -7.7% |
| 3Y | +59.9% | +206.2% | -146.2% | +22.6% |
| 5Y | +64.1% | +53.9% | +10.2% | +28.9% |
| 10Y | +246.2% | +1,572.3% | -1,326.1% | +78.9% |
| All | +1,115.2% | +660.5% | +454.7% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling