+31.9%
DIS vs VICR
+978.3%
-946.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +1.0% |
| 7D | +1.9% | +8.3% | -6.4% | +1.0% |
| 30D | +9.2% | -35.2% | +44.3% | +13.3% |
| 3M | +13.5% | -29.8% | +43.3% | +15.4% |
| 6M | +14.3% | -48.6% | +62.9% | +18.0% |
| YTD | +5.4% | +45.1% | -39.7% | -8.3% |
| 1Y | +12.2% | +79.6% | -67.4% | -5.5% |
| 3Y | +37.2% | +335.4% | -298.2% | -5.4% |
| 5Y | -23.1% | -1.0% | -22.1% | -37.8% |
| All | +31.9% | +978.3% | -946.4% | -28.2% |
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