+388.0%
DELL vs VSH
+31.2%
+356.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -5.0% |
| 7D | +4.9% | +14.3% | -9.5% | -2.1% |
| 30D | -32.1% | -7.9% | -24.2% | -28.8% |
| 3M | -30.2% | -19.9% | -10.4% | -22.1% |
| 6M | +41.7% | -30.5% | +72.2% | +59.4% |
| YTD | +176.6% | +85.7% | +90.9% | +90.6% |
| 1Y | +159.9% | +98.9% | +61.0% | +72.6% |
| 3Y | +388.0% | +32.1% | +355.9% | +293.0% |
| All | +388.0% | +31.2% | +356.7% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling