+4,770.1%
DELL vs VMC
+139.3%
+4,630.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +25.6% | -0.5% | +26.2% | +25.9% |
| 30D | +17.7% | -9.1% | +26.8% | +22.4% |
| 3M | +33.4% | -4.1% | +37.6% | +34.2% |
| 6M | +266.2% | -5.5% | +271.7% | +270.5% |
| YTD | +328.0% | -8.9% | +336.9% | +338.4% |
| 1Y | +339.6% | -12.9% | +352.5% | +358.5% |
| 3Y | +694.6% | +22.1% | +672.5% | +621.1% |
| 5Y | +1,122.0% | +52.7% | +1,069.3% | +911.0% |
| 10Y | +4,062.5% | +152.7% | +3,909.7% | +2,726.6% |
| All | +4,770.1% | +139.3% | +4,630.8% | +3,240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling