+319.1%
DELL vs VMC
-8.5%
+327.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +14.9% | -4.3% | +19.2% | +16.2% |
| 30D | +13.3% | -8.2% | +21.5% | +15.6% |
| 3M | +24.4% | -7.0% | +31.4% | +24.2% |
| 6M | +258.0% | -10.8% | +268.8% | +260.7% |
| YTD | +320.2% | -7.4% | +327.6% | +315.0% |
| 1Y | +319.1% | -9.5% | +328.5% | +319.1% |
| All | +319.1% | -8.5% | +327.6% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling