+143.3%
DELL vs VFC
+52.5%
+90.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.4% | -13.3% | -9.3% |
| 7D | -24.6% | +21.5% | -46.1% | -26.7% |
| 30D | -32.5% | +46.7% | -79.2% | -36.9% |
| 3M | -20.2% | +38.4% | -58.6% | -24.9% |
| 6M | +76.5% | +15.2% | +61.3% | +70.7% |
| YTD | +198.9% | +17.8% | +181.1% | +187.0% |
| 1Y | +143.3% | +55.6% | +87.8% | +111.4% |
| All | +143.3% | +52.5% | +90.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling