+4,404.4%
DELL vs VMC
+156.6%
+4,247.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +11.6% |
| 7D | +8.2% | -3.8% | +12.0% | +10.0% |
| 30D | +17.1% | -9.7% | +26.8% | +22.3% |
| 3M | +45.2% | -9.6% | +54.8% | +49.9% |
| 6M | +286.8% | -4.8% | +291.6% | +290.0% |
| YTD | +354.8% | -10.9% | +365.7% | +370.2% |
| 1Y | +358.3% | -15.6% | +373.8% | +384.5% |
| 3Y | +724.9% | +19.3% | +705.6% | +655.4% |
| 5Y | +1,193.7% | +48.0% | +1,145.7% | +982.2% |
| All | +4,404.4% | +156.6% | +4,247.9% | +2,959.6% |
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