+2,886.3%
DELL vs VST
+1,169.0%
+1,717.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.0% | +11.1% |
| 7D | +0.4% | +10.9% | -10.6% | -3.2% |
| 30D | -35.1% | -15.6% | -19.5% | -30.7% |
| 3M | -15.1% | -7.8% | -7.4% | -12.1% |
| 6M | +51.7% | -12.0% | +63.7% | +59.1% |
| YTD | +200.0% | -16.9% | +216.9% | +213.8% |
| 1Y | +172.1% | -25.1% | +197.2% | +194.5% |
| 3Y | +431.2% | +297.1% | +134.2% | +212.8% |
| 5Y | +633.1% | +641.9% | -8.8% | +246.2% |
| 10Y | +2,886.3% | +1,142.3% | +1,744.0% | +1,147.1% |
| All | +2,886.3% | +1,169.0% | +1,717.3% | +1,147.1% |
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