+1,122.0%
DELL vs VRT
+994.5%
+127.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.6% |
| 7D | +25.6% | +13.6% | +12.0% | +20.3% |
| 30D | +17.7% | +6.8% | +10.9% | +15.0% |
| 3M | +33.4% | -3.2% | +36.7% | +33.3% |
| 6M | +266.2% | +20.3% | +245.9% | +237.1% |
| YTD | +328.0% | +79.6% | +248.4% | +237.8% |
| 1Y | +339.6% | +139.0% | +200.6% | +212.5% |
| 3Y | +694.6% | +644.6% | +50.0% | +306.5% |
| 5Y | +1,122.0% | +1,024.4% | +97.6% | +413.4% |
| All | +1,122.0% | +994.5% | +127.5% | +413.4% |
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