+98.5%
DAL vs VCLT
+12.9%
+85.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.7% |
| 30D | -13.9% | -0.9% | -13.1% | -13.1% |
| 3M | +1.1% | -3.2% | +4.3% | +4.8% |
| 6M | +26.2% | -3.8% | +30.1% | +31.7% |
| YTD | +16.4% | -2.0% | +18.4% | +19.6% |
| 1Y | +33.9% | -0.8% | +34.7% | +36.0% |
| All | +98.5% | +12.9% | +85.6% | +78.8% |
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 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