+22.3%
DIS vs VICR
+1,508.7%
-1,486.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | +1.0% | -11.9% | +12.9% | +2.0% |
| 3M | +5.7% | -35.1% | +40.8% | +9.1% |
| 6M | +3.3% | +8.1% | -4.9% | -2.8% |
| YTD | -7.7% | +67.8% | -75.5% | -19.3% |
| 1Y | -10.0% | +267.3% | -277.3% | -30.8% |
| 3Y | +31.7% | +191.2% | -159.5% | -1.2% |
| 5Y | -42.2% | +48.1% | -90.3% | -55.2% |
| 10Y | +22.3% | +1,546.1% | -1,523.8% | -36.9% |
| All | +22.3% | +1,508.7% | -1,486.3% | -36.9% |
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