+676.3%
DELL vs VFC
-25.6%
+701.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | +25.6% | +0.8% | +24.8% | +25.5% |
| 30D | +17.7% | -11.9% | +29.6% | +20.1% |
| 3M | +33.4% | -20.2% | +53.6% | +37.8% |
| 6M | +266.2% | -23.0% | +289.2% | +279.5% |
| YTD | +328.0% | -26.2% | +354.2% | +346.2% |
| 1Y | +339.6% | -13.3% | +352.9% | +343.0% |
| All | +676.3% | -25.6% | +701.9% | +702.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling