+3,463.6%
DTE vs VICR
+11,731.3%
-8,267.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.6% |
| 7D | 0.0% | +1.3% | -1.2% | -0.1% |
| 30D | -0.5% | -11.9% | +11.4% | +0.1% |
| 3M | -6.0% | -35.1% | +29.1% | -4.3% |
| 6M | -7.2% | +8.1% | -15.4% | -9.4% |
| YTD | +7.2% | +67.8% | -60.6% | +1.2% |
| 1Y | +4.1% | +267.3% | -263.2% | -7.2% |
| 3Y | +46.9% | +191.2% | -144.3% | +29.2% |
| 5Y | +32.9% | +48.1% | -15.2% | +18.0% |
| 10Y | +144.5% | +1,546.1% | -1,401.6% | +76.1% |
| All | +3,463.6% | +11,731.3% | -8,267.7% | +2,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling