+2,662.4%
DELL vs VST
+1,139.0%
+1,523.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.8% |
| 7D | +4.9% | +6.6% | -1.7% | +2.5% |
| 30D | -32.1% | -12.4% | -19.7% | -28.5% |
| 3M | -30.2% | -9.0% | -21.2% | -27.4% |
| 6M | +41.7% | -6.4% | +48.2% | +45.7% |
| YTD | +176.6% | -17.2% | +193.8% | +189.7% |
| 1Y | +159.9% | -22.0% | +182.0% | +177.3% |
| 3Y | +388.0% | +296.7% | +91.3% | +187.6% |
| 5Y | +578.2% | +637.6% | -59.4% | +221.0% |
| All | +2,662.4% | +1,139.0% | +1,523.3% | +1,063.5% |
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