+545.8%
DELL vs VRT
+567.8%
-22.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.4% |
| 7D | -22.6% | -21.4% | -1.2% | -15.3% |
| 30D | -43.2% | -25.8% | -17.4% | -36.7% |
| 3M | -24.8% | -33.5% | +8.7% | -13.2% |
| 6M | +38.0% | -49.0% | +87.0% | +71.6% |
| YTD | +163.7% | +12.9% | +150.8% | +145.0% |
| 1Y | +122.5% | 0.0% | +122.5% | +114.8% |
| 3Y | +377.0% | +361.8% | +15.1% | +188.4% |
| All | +545.8% | +567.8% | -22.0% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 5y: compounded portfolio wealth divided by compounded VRT 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…
5y analysis · Full analysis span regression · 6 months rolling