+10,029.9%
DLTR vs VICR
+1,042.3%
+8,987.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -4.0% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -8.5% | -11.9% | +3.5% | -7.5% |
| 3M | +5.6% | -35.1% | +40.7% | +9.0% |
| 6M | +2.2% | +8.1% | -5.9% | -2.9% |
| YTD | -3.8% | +67.8% | -71.5% | -14.1% |
| 1Y | +22.9% | +267.3% | -244.4% | -1.5% |
| 3Y | +2.0% | +191.2% | -189.2% | -20.3% |
| 5Y | +29.8% | +48.1% | -18.3% | +3.4% |
| 10Y | +45.0% | +1,546.1% | -1,501.1% | -23.5% |
| All | +10,029.9% | +1,042.3% | +8,987.5% | +3,684.3% |
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