+62.1%
DAL vs VCLT
-3.2%
+65.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.1% | +5.0% |
| 7D | +11.1% | +0.4% | +10.7% | +10.1% |
| 30D | +7.7% | +3.9% | +3.8% | -0.6% |
| 3M | -3.5% | -1.9% | -1.6% | +1.3% |
| 6M | +31.3% | -2.6% | +33.9% | +40.7% |
| YTD | +30.0% | -3.1% | +33.1% | +41.5% |
| 1Y | +62.1% | -3.6% | +65.6% | +77.5% |
| All | +62.1% | -3.2% | +65.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling