+4,391.0%
DVA vs VICR
+910.0%
+3,481.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.1% |
| 7D | +2.0% | +1.3% | +0.8% | +1.8% |
| 30D | -0.4% | -11.9% | +11.6% | +0.6% |
| 3M | -7.7% | -35.1% | +27.5% | -4.8% |
| 6M | +20.0% | +8.1% | +11.8% | +15.3% |
| YTD | +61.1% | +67.8% | -6.7% | +46.5% |
| 1Y | +33.9% | +267.3% | -233.4% | +10.6% |
| 3Y | +91.5% | +191.2% | -99.7% | +55.1% |
| 5Y | +41.8% | +48.1% | -6.3% | +16.5% |
| 10Y | +187.5% | +1,546.1% | -1,358.6% | +66.4% |
| All | +4,391.0% | +910.0% | +3,481.1% | +1,913.7% |
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