+1,675.0%
DIS vs VICR
+10,497.2%
-8,822.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +0.9% | +21.9% | -21.0% | -1.9% |
| 30D | +8.9% | -38.4% | +47.3% | +14.6% |
| 3M | +14.5% | -27.2% | +41.7% | +16.3% |
| 6M | +12.2% | -43.7% | +55.9% | +15.1% |
| YTD | +4.7% | +50.3% | -45.5% | -9.1% |
| 1Y | +2.8% | +74.6% | -71.7% | -12.8% |
| 3Y | +38.1% | +351.2% | -313.1% | -4.3% |
| 5Y | -23.6% | +2.5% | -26.1% | -38.9% |
| 10Y | +31.4% | +1,031.9% | -1,000.5% | -31.6% |
| All | +1,675.0% | +10,497.2% | -8,822.1% | +413.6% |
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