-41.5%
DIS vs VICR
+53.8%
-95.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.5% |
| 7D | -1.1% | +9.8% | -10.9% | -1.9% |
| 30D | +0.1% | -12.6% | +12.7% | +1.0% |
| 3M | +7.1% | -29.7% | +36.8% | +8.9% |
| 6M | +4.3% | +18.8% | -14.6% | -2.0% |
| YTD | -6.9% | +76.4% | -83.3% | -17.4% |
| 1Y | -10.3% | +282.4% | -292.7% | -28.6% |
| 3Y | +32.8% | +206.2% | -173.4% | +3.4% |
| 5Y | -41.5% | +53.9% | -95.4% | -57.5% |
| All | -41.5% | +53.8% | -95.3% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling