+114.1%
DT vs VICR
+571.3%
-457.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -2.5% |
| 7D | -1.6% | +5.0% | -6.6% | -2.6% |
| 30D | +3.0% | -12.5% | +15.5% | +4.7% |
| 3M | +26.5% | -33.6% | +60.1% | +32.2% |
| 6M | +35.9% | +10.7% | +25.3% | +22.9% |
| YTD | +17.8% | +80.6% | -62.7% | -6.4% |
| 1Y | +4.1% | +288.4% | -284.3% | -32.8% |
| 3Y | +5.3% | +213.8% | -208.5% | -34.7% |
| 5Y | -27.2% | +58.8% | -86.0% | -49.4% |
| All | +114.1% | +571.3% | -457.2% | -26.7% |
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