+3,922.7%
DELL vs VFC
-70.4%
+3,993.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -4.9% |
| 7D | -1.9% | -3.3% | +1.4% | -1.0% |
| 30D | +14.9% | -14.0% | +28.9% | +19.5% |
| 3M | +37.2% | -22.6% | +59.8% | +45.4% |
| 6M | +254.0% | -24.7% | +278.7% | +276.0% |
| YTD | +306.1% | -29.0% | +335.1% | +336.7% |
| 1Y | +312.3% | -13.8% | +326.1% | +315.5% |
| 3Y | +654.0% | -28.2% | +682.3% | +620.5% |
| 5Y | +1,055.3% | -79.0% | +1,134.3% | +1,592.8% |
| All | +3,922.7% | -70.4% | +3,993.1% | +5,298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling