+173.8%
DAL vs VCLT
+16.8%
+157.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +8.8% | +0.3% | +8.5% | +8.5% |
| 30D | +5.4% | +3.7% | +1.7% | +1.2% |
| 3M | -4.9% | -1.0% | -4.0% | -3.8% |
| 6M | +19.8% | -3.4% | +23.2% | +25.0% |
| YTD | +27.0% | -2.6% | +29.6% | +31.8% |
| 1Y | +52.5% | -3.3% | +55.7% | +59.2% |
| 3Y | +173.8% | +17.3% | +156.5% | +144.4% |
| All | +173.8% | +16.8% | +157.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling