+2,505.9%
DELL vs VST
+1,112.0%
+1,393.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.6% | -6.9% | -0.2% |
| 7D | -22.6% | -9.8% | -12.8% | -19.4% |
| 30D | -43.2% | -25.1% | -18.0% | -36.7% |
| 3M | -24.8% | -11.6% | -13.2% | -21.0% |
| 6M | +38.0% | -20.9% | +58.9% | +49.9% |
| YTD | +163.7% | -22.3% | +186.0% | +182.5% |
| 1Y | +122.5% | -32.0% | +154.6% | +149.2% |
| 3Y | +377.0% | +262.4% | +114.6% | +190.2% |
| 5Y | +542.6% | +563.4% | -20.8% | +215.7% |
| All | +2,505.9% | +1,112.0% | +1,393.9% | +1,021.0% |
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