+312.3%
DELL vs VFC
-14.7%
+327.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -5.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.3% |
| 30D | +14.9% | -14.0% | +28.9% | +17.7% |
| 3M | +37.2% | -22.6% | +59.8% | +42.3% |
| 6M | +254.0% | -24.7% | +278.7% | +268.2% |
| YTD | +306.1% | -29.0% | +335.1% | +328.3% |
| 1Y | +312.3% | -13.8% | +326.1% | +317.5% |
| All | +312.3% | -14.7% | +327.0% | +317.5% |
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