+2,109.7%
DELL vs VRT
+2,725.9%
-616.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | 0.0% |
| 7D | +14.9% | +9.1% | +5.8% | +11.4% |
| 30D | +13.3% | +0.9% | +12.3% | +12.9% |
| 3M | +24.4% | -13.4% | +37.8% | +29.3% |
| 6M | +258.0% | +11.7% | +246.3% | +236.7% |
| YTD | +320.2% | +73.2% | +247.0% | +231.7% |
| 1Y | +319.1% | +123.4% | +195.6% | +199.5% |
| 3Y | +706.5% | +606.2% | +100.4% | +284.3% |
| 5Y | +1,071.9% | +899.9% | +172.0% | +370.5% |
| All | +2,109.7% | +2,725.9% | -616.1% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling