+4,141.7%
DELL vs VST
+1,175.7%
+2,966.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.3% |
| 7D | +14.9% | +8.9% | +6.0% | +11.7% |
| 30D | +13.3% | +6.2% | +7.1% | +11.0% |
| 3M | +24.4% | -2.7% | +27.1% | +25.4% |
| 6M | +258.0% | -8.4% | +266.4% | +263.7% |
| YTD | +320.2% | -7.2% | +327.4% | +320.5% |
| 1Y | +319.1% | -20.9% | +340.0% | +339.3% |
| 3Y | +706.5% | +384.0% | +322.5% | +346.7% |
| 5Y | +1,071.9% | +757.1% | +314.8% | +430.3% |
| All | +4,141.7% | +1,175.7% | +2,966.0% | +1,643.5% |
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 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