+2,662.4%
DELL vs VFC
-48.6%
+2,711.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.2% | -10.4% | -8.0% |
| 7D | +4.9% | +1.6% | +3.2% | +4.4% |
| 30D | -32.1% | +25.5% | -57.6% | -36.3% |
| 3M | -30.2% | +41.3% | -71.5% | -36.8% |
| 6M | +41.7% | +22.2% | +19.5% | +31.7% |
| YTD | +176.6% | +16.4% | +160.2% | +159.3% |
| 1Y | +159.9% | +38.4% | +121.5% | +131.7% |
| 3Y | +388.0% | +56.2% | +331.8% | +276.0% |
| 5Y | +578.2% | -68.2% | +646.4% | +795.8% |
| All | +2,662.4% | -48.6% | +2,711.0% | +3,170.3% |
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