+40.9%
DUK vs VICR
+57.6%
-16.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | +0.1% |
| 7D | -0.7% | +5.0% | -5.6% | -0.6% |
| 30D | -2.4% | -12.5% | +10.0% | -2.5% |
| 3M | -3.0% | -33.6% | +30.6% | -3.3% |
| 6M | -6.6% | +10.7% | -17.2% | -6.6% |
| YTD | +4.6% | +80.6% | -76.0% | +4.5% |
| 1Y | +1.2% | +288.4% | -287.1% | +1.2% |
| 3Y | +45.7% | +213.8% | -168.1% | +45.5% |
| All | +40.9% | +57.6% | -16.7% | +33.0% |
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 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