+180.6%
DVA vs VICR
+1,679.8%
-1,499.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -0.7% |
| 7D | -1.3% | +5.0% | -6.3% | -1.8% |
| 30D | 0.0% | -12.5% | +12.5% | +0.8% |
| 3M | -10.9% | -33.6% | +22.7% | -9.0% |
| 6M | +17.3% | +10.7% | +6.6% | +13.3% |
| YTD | +59.8% | +80.6% | -20.8% | +47.0% |
| 1Y | +36.3% | +288.4% | -252.1% | +15.8% |
| 3Y | +88.6% | +213.8% | -125.2% | +57.5% |
| 5Y | +47.5% | +58.8% | -11.3% | +26.8% |
| All | +180.6% | +1,679.8% | -1,499.2% | +72.8% |
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