+32.3%
DTE vs VICR
+57.6%
-25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.5% | -1.4% |
| 7D | -2.6% | +5.0% | -7.5% | -2.6% |
| 30D | -4.4% | -12.5% | +8.1% | -4.3% |
| 3M | -8.3% | -33.6% | +25.3% | -8.1% |
| 6M | -8.1% | +10.7% | -18.7% | -8.8% |
| YTD | +4.4% | +80.6% | -76.2% | +2.6% |
| 1Y | +0.2% | +288.4% | -288.2% | -3.1% |
| 3Y | +42.6% | +213.8% | -171.2% | +37.0% |
| All | +32.3% | +57.6% | -25.4% | +20.3% |
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 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