+118.1%
DAL vs VCIT
+29.0%
+89.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.7% |
| 7D | +4.6% | +0.5% | +4.1% | +3.8% |
| 30D | +2.3% | +2.1% | +0.2% | -1.0% |
| 3M | -8.1% | -1.6% | -6.5% | -5.6% |
| 6M | +21.4% | -1.6% | +23.0% | +25.2% |
| YTD | +24.3% | -1.5% | +25.8% | +28.3% |
| 1Y | +47.4% | -0.4% | +47.8% | +49.6% |
| 3Y | +164.6% | +19.6% | +145.0% | +102.2% |
| 5Y | +100.2% | +3.3% | +97.0% | +101.2% |
| All | +118.1% | +29.0% | +89.1% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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