+52.5%
DAL vs VCLT
-3.1%
+55.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.3% |
| 7D | +8.8% | +0.3% | +8.5% | +8.1% |
| 30D | +5.4% | +3.7% | +1.7% | -2.4% |
| 3M | -4.9% | -1.0% | -4.0% | -2.3% |
| 6M | +19.8% | -3.4% | +23.2% | +30.4% |
| YTD | +27.0% | -2.6% | +29.6% | +36.8% |
| 1Y | +52.5% | -3.3% | +55.7% | +66.3% |
| All | +52.5% | -3.1% | +55.6% | +66.3% |
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