+4,404.4%
DELL vs VIG
+250.0%
+4,154.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.1% |
| 7D | +8.2% | -1.1% | +9.3% | +9.8% |
| 30D | +17.1% | -2.7% | +19.8% | +21.5% |
| 3M | +45.2% | +2.5% | +42.6% | +40.8% |
| 6M | +286.8% | +9.2% | +277.5% | +248.1% |
| YTD | +354.8% | +9.8% | +344.9% | +308.8% |
| 1Y | +358.3% | +12.4% | +345.9% | +301.6% |
| 3Y | +724.9% | +55.9% | +669.0% | +404.1% |
| 5Y | +1,193.7% | +63.9% | +1,129.7% | +656.3% |
| All | +4,404.4% | +250.0% | +4,154.4% | +1,150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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