+125.6%
DAL vs VCLT
+20.7%
+105.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.4% |
| 7D | +10.7% | +0.2% | +10.5% | +10.5% |
| 30D | +12.5% | +2.3% | +10.2% | +10.4% |
| 3M | +3.6% | -1.1% | +4.7% | +4.7% |
| 6M | +26.7% | -4.2% | +30.9% | +32.2% |
| YTD | +34.3% | -3.4% | +37.7% | +39.4% |
| 1Y | +59.1% | -3.8% | +62.9% | +65.8% |
| 3Y | +179.9% | +14.7% | +165.2% | +150.7% |
| 5Y | +119.1% | -16.7% | +135.8% | +160.8% |
| 10Y | +125.6% | +20.5% | +105.1% | +130.8% |
| All | +125.6% | +20.7% | +105.0% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling