+3,922.7%
DELL vs VSH
+179.3%
+3,743.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.9% |
| 7D | -1.9% | +3.1% | -5.0% | -3.3% |
| 30D | +14.9% | -5.7% | +20.6% | +18.1% |
| 3M | +37.2% | -42.5% | +79.7% | +71.7% |
| 6M | +254.0% | +82.7% | +171.3% | +152.0% |
| YTD | +306.1% | +118.2% | +187.9% | +162.0% |
| 1Y | +312.3% | +109.7% | +202.6% | +168.5% |
| 3Y | +654.0% | +35.3% | +618.7% | +475.4% |
| 5Y | +1,055.3% | +65.6% | +989.7% | +688.1% |
| All | +3,922.7% | +179.3% | +3,743.4% | +2,064.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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