+42.6%
DTE vs VICR
+209.3%
-166.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.5% | -1.3% |
| 7D | -2.6% | +5.0% | -7.5% | -2.6% |
| 30D | -4.4% | -12.5% | +8.1% | -4.4% |
| 3M | -8.3% | -33.6% | +25.3% | -8.4% |
| 6M | -8.1% | +10.7% | -18.7% | -8.6% |
| YTD | +4.4% | +80.6% | -76.2% | +3.4% |
| 1Y | +0.2% | +288.4% | -288.2% | -1.6% |
| 3Y | +42.6% | +213.8% | -171.2% | +31.9% |
| All | +42.6% | +209.3% | -166.7% | +31.9% |
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