+2,662.4%
DELL vs VMC
+125.2%
+2,537.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.9% |
| 7D | +4.9% | -1.3% | +6.1% | +5.5% |
| 30D | -32.1% | +15.5% | -47.5% | -36.6% |
| 3M | -30.2% | +0.6% | -30.8% | -30.8% |
| 6M | +41.7% | +2.1% | +39.6% | +38.0% |
| YTD | +176.6% | -1.6% | +178.2% | +172.3% |
| 1Y | +159.9% | -1.2% | +161.1% | +155.4% |
| 3Y | +388.0% | +35.3% | +352.6% | +319.8% |
| 5Y | +578.2% | +43.6% | +534.6% | +462.8% |
| All | +2,662.4% | +125.2% | +2,537.2% | +1,668.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling