+2,468.2%
DELL vs VST
+866.2%
+1,602.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -6.2% | -8.7% | -12.6% |
| 7D | -33.4% | -19.9% | -13.4% | -27.5% |
| 30D | -44.7% | -29.7% | -15.0% | -36.9% |
| 3M | -31.4% | -19.6% | -11.8% | -25.3% |
| 6M | +46.9% | -29.4% | +76.3% | +66.4% |
| YTD | +154.4% | -29.7% | +184.1% | +183.0% |
| 1Y | +110.1% | -40.0% | +150.2% | +146.5% |
| 3Y | +376.4% | +231.0% | +145.4% | +203.0% |
| 5Y | +519.8% | +500.1% | +19.8% | +220.8% |
| 10Y | +2,460.3% | +1,004.2% | +1,456.1% | +1,086.3% |
| All | +2,468.2% | +866.2% | +1,602.0% | +1,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling