+1,669.3%
VICR vs DAR
+1,762.6%
-93.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.6% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | -13.9% | +12.8% | -26.7% | -15.7% |
| 3M | -38.4% | +7.4% | -45.8% | -39.3% |
| 6M | -7.2% | +22.3% | -29.5% | -10.4% |
| YTD | +72.0% | +81.1% | -9.0% | +56.1% |
| 1Y | +263.3% | +106.5% | +156.8% | +222.1% |
| 3Y | +173.3% | +5.3% | +168.0% | +165.8% |
| 5Y | +47.3% | -11.5% | +58.9% | +47.0% |
| 10Y | +1,495.2% | +353.3% | +1,141.8% | +1,162.5% |
| All | +1,669.3% | +1,762.6% | -93.3% | +1,040.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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