-26.2%
DT vs VICR
+57.6%
-83.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -1.9% |
| 7D | -1.6% | +5.0% | -6.6% | -2.2% |
| 30D | +3.0% | -12.5% | +15.5% | +4.1% |
| 3M | +26.5% | -33.6% | +60.1% | +30.3% |
| 6M | +35.9% | +10.7% | +25.3% | +26.8% |
| YTD | +17.8% | +80.6% | -62.7% | +0.2% |
| 1Y | +4.1% | +288.4% | -284.3% | -23.9% |
| 3Y | +5.3% | +213.8% | -208.5% | -24.7% |
| All | -26.2% | +57.6% | -83.8% | -40.0% |
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