+4,681.2%
DELL vs VFC
-70.0%
+4,751.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.9% |
| 7D | +14.9% | -1.6% | +16.5% | +15.4% |
| 30D | +13.3% | -11.6% | +24.9% | +17.0% |
| 3M | +24.4% | -18.1% | +42.5% | +29.9% |
| 6M | +258.0% | -27.4% | +285.4% | +284.0% |
| YTD | +320.2% | -24.8% | +345.0% | +345.2% |
| 1Y | +319.1% | -8.2% | +327.3% | +315.2% |
| 3Y | +706.5% | -29.1% | +735.6% | +678.6% |
| 5Y | +1,071.9% | -79.2% | +1,151.1% | +1,632.7% |
| 10Y | +4,683.5% | -68.1% | +4,751.6% | +6,550.1% |
| All | +4,681.2% | -70.0% | +4,751.2% | +6,885.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling