+1.9%
DLTR vs VICR
+209.3%
-207.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.6% | -0.7% |
| 7D | -10.1% | +5.0% | -15.0% | -10.2% |
| 30D | -8.1% | -12.5% | +4.4% | -7.9% |
| 3M | +2.9% | -33.6% | +36.5% | +3.6% |
| 6M | +4.3% | +10.7% | -6.3% | +1.4% |
| YTD | -3.9% | +80.6% | -84.5% | -9.8% |
| 1Y | +18.9% | +288.4% | -269.5% | +6.4% |
| 3Y | +1.9% | +213.8% | -211.9% | -11.5% |
| All | +1.9% | +209.3% | -207.4% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling