+2,662.4%
DELL vs VUG
+398.3%
+2,264.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.9% | -6.3% | -6.2% |
| 7D | +4.9% | +2.5% | +2.4% | +2.4% |
| 30D | -32.1% | -6.3% | -25.8% | -26.1% |
| 3M | -30.2% | -6.0% | -24.2% | -23.9% |
| 6M | +41.7% | -3.5% | +45.3% | +52.0% |
| YTD | +176.6% | +3.9% | +172.7% | +175.2% |
| 1Y | +159.9% | +5.1% | +154.8% | +156.1% |
| 3Y | +388.0% | +77.9% | +310.1% | +203.6% |
| 5Y | +578.2% | +62.4% | +515.8% | +352.2% |
| All | +2,662.4% | +398.3% | +2,264.1% | +443.2% |
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