+1,106.2%
DELL vs VFC
-78.7%
+1,184.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +8.7% | -2.3% | +11.1% | +9.3% |
| 30D | +16.9% | -13.4% | +30.3% | +20.7% |
| 3M | +40.4% | -23.7% | +64.1% | +48.2% |
| 6M | +267.1% | -24.5% | +291.5% | +286.6% |
| YTD | +329.1% | -27.8% | +356.9% | +355.6% |
| 1Y | +346.9% | -13.5% | +360.4% | +350.1% |
| 3Y | +696.6% | -27.1% | +723.7% | +685.6% |
| 5Y | +1,106.2% | -79.0% | +1,185.2% | +1,943.3% |
| All | +1,106.2% | -78.7% | +1,184.9% | +1,943.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling