+3,922.7%
DELL vs VUG
+419.9%
+3,502.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.8% |
| 7D | -1.9% | -1.9% | 0.0% | +0.1% |
| 30D | +14.9% | -1.6% | +16.4% | +17.1% |
| 3M | +37.2% | +4.4% | +32.8% | +32.2% |
| 6M | +254.0% | +13.2% | +240.8% | +215.7% |
| YTD | +306.1% | +7.5% | +298.7% | +282.4% |
| 1Y | +312.3% | +12.5% | +299.8% | +271.9% |
| 3Y | +654.0% | +86.0% | +568.1% | +340.0% |
| 5Y | +1,055.3% | +76.5% | +978.8% | +594.2% |
| All | +3,922.7% | +419.9% | +3,502.8% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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