+380.4%
DELL vs VG
-38.0%
+418.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.6% |
| 7D | +25.6% | -2.5% | +28.1% | +25.9% |
| 30D | +17.7% | +11.1% | +6.6% | +16.0% |
| 3M | +33.4% | +14.9% | +18.6% | +30.3% |
| 6M | +266.2% | +18.4% | +247.9% | +247.0% |
| YTD | +328.0% | +116.6% | +211.4% | +258.0% |
| 1Y | +339.6% | +9.4% | +330.2% | +315.5% |
| All | +380.4% | -38.0% | +418.4% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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