+126.0%
DUK vs VICR
+1,679.8%
-1,553.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -0.3% |
| 7D | -0.7% | +5.0% | -5.6% | -0.8% |
| 30D | -2.4% | -12.5% | +10.0% | -2.2% |
| 3M | -3.0% | -33.6% | +30.6% | -2.3% |
| 6M | -6.6% | +10.7% | -17.2% | -8.1% |
| YTD | +4.6% | +80.6% | -76.0% | +0.7% |
| 1Y | +1.2% | +288.4% | -287.1% | -5.9% |
| 3Y | +45.7% | +213.8% | -168.1% | +34.1% |
| 5Y | +40.3% | +58.8% | -18.5% | +31.2% |
| All | +126.0% | +1,679.8% | -1,553.7% | +71.0% |
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