+3,290.5%
DELL vs VUG
+391.3%
+2,899.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.4% |
| 7D | +17.1% | +4.4% | +12.7% | +12.1% |
| 30D | -35.1% | -7.3% | -27.7% | -28.4% |
| 3M | -23.3% | -4.2% | -19.0% | -18.0% |
| 6M | +55.8% | -1.6% | +57.4% | +63.5% |
| YTD | +198.0% | +4.9% | +193.1% | +193.4% |
| 1Y | +166.6% | +3.8% | +162.8% | +165.8% |
| 3Y | +427.6% | +79.4% | +348.2% | +225.5% |
| 5Y | +630.6% | +63.9% | +566.7% | +382.7% |
| 10Y | +2,866.3% | +404.0% | +2,462.3% | +554.3% |
| All | +3,290.5% | +391.3% | +2,899.2% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling