+1,106.2%
DELL vs VSH
+67.3%
+1,038.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +8.7% | +3.5% | +5.2% | +6.9% |
| 30D | +16.9% | -4.4% | +21.3% | +19.5% |
| 3M | +40.4% | -45.8% | +86.2% | +82.0% |
| 6M | +267.1% | +90.1% | +176.9% | +147.6% |
| YTD | +329.1% | +120.3% | +208.8% | +163.8% |
| 1Y | +346.9% | +112.2% | +234.7% | +176.9% |
| 3Y | +696.6% | +36.6% | +660.1% | +493.7% |
| 5Y | +1,106.2% | +67.0% | +1,039.2% | +660.3% |
| All | +1,106.2% | +67.3% | +1,038.9% | +660.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling