+134.2%
DTE vs VICR
+1,679.8%
-1,545.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.5% | -1.8% |
| 7D | -2.6% | +5.0% | -7.5% | -2.8% |
| 30D | -4.4% | -12.5% | +8.1% | -3.9% |
| 3M | -8.3% | -33.6% | +25.3% | -7.1% |
| 6M | -8.1% | +10.7% | -18.7% | -10.2% |
| YTD | +4.4% | +80.6% | -76.2% | -1.2% |
| 1Y | +0.2% | +288.4% | -288.2% | -9.9% |
| 3Y | +42.6% | +213.8% | -171.2% | +26.4% |
| 5Y | +31.5% | +58.8% | -27.4% | +18.7% |
| All | +134.2% | +1,679.8% | -1,545.5% | +67.0% |
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 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