+319.1%
DELL vs VFC
-6.8%
+325.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.1% |
| 7D | +14.9% | -1.6% | +16.5% | +15.2% |
| 30D | +13.3% | -11.6% | +24.9% | +15.5% |
| 3M | +24.4% | -18.1% | +42.5% | +27.7% |
| 6M | +258.0% | -27.4% | +285.4% | +273.7% |
| YTD | +320.2% | -24.8% | +345.0% | +338.5% |
| 1Y | +319.1% | -8.2% | +327.3% | +321.5% |
| All | +319.1% | -6.8% | +325.9% | +321.5% |
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