+678.3%
DELL vs VUG
+85.5%
+592.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +8.7% | +0.1% | +8.7% | +8.6% |
| 30D | +16.9% | -1.7% | +18.6% | +20.3% |
| 3M | +40.4% | +2.8% | +37.6% | +35.7% |
| 6M | +267.1% | +13.6% | +253.5% | +209.8% |
| YTD | +329.1% | +8.1% | +321.0% | +290.5% |
| 1Y | +346.9% | +13.1% | +333.9% | +280.7% |
| All | +678.3% | +85.5% | +592.8% | +266.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling