+4,404.4%
DELL vs VCLT
+17.1%
+4,387.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +12.0% |
| 7D | +8.2% | -1.4% | +9.6% | +9.0% |
| 30D | +17.1% | -1.2% | +18.3% | +17.8% |
| 3M | +45.2% | -4.8% | +49.9% | +48.6% |
| 6M | +286.8% | -2.6% | +289.3% | +292.6% |
| YTD | +354.8% | -3.3% | +358.1% | +363.1% |
| 1Y | +358.3% | -4.8% | +363.1% | +370.0% |
| 3Y | +724.9% | +11.5% | +713.4% | +685.2% |
| 5Y | +1,193.7% | -17.0% | +1,210.7% | +1,298.8% |
| All | +4,404.4% | +17.1% | +4,387.4% | +4,081.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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