+2,566.3%
DELL vs VST
+1,174.0%
+1,392.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | -18.1% | -6.0% | -12.1% | -16.2% |
| 30D | -42.9% | -18.8% | -24.1% | -38.1% |
| 3M | -26.9% | -8.0% | -18.8% | -24.2% |
| 6M | +28.8% | -10.9% | +39.7% | +34.4% |
| YTD | +168.4% | -18.3% | +186.8% | +182.4% |
| 1Y | +136.8% | -29.9% | +166.7% | +162.4% |
| 3Y | +375.3% | +290.3% | +85.0% | +181.8% |
| 5Y | +551.0% | +635.3% | -84.3% | +208.8% |
| 10Y | +2,566.3% | +1,162.4% | +1,403.9% | +1,031.2% |
| All | +2,566.3% | +1,174.0% | +1,392.3% | +1,031.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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