+106.3%
DAL vs VCLT
-15.1%
+121.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.4% | +0.3% | +3.1% | +3.1% |
| 30D | -13.6% | -0.6% | -13.0% | -13.2% |
| 3M | +1.2% | -2.2% | +3.5% | +3.1% |
| 6M | +34.5% | -2.9% | +37.4% | +38.0% |
| YTD | +14.7% | -2.1% | +16.7% | +17.0% |
| 1Y | +29.2% | -2.6% | +31.8% | +32.3% |
| 3Y | +100.0% | +12.5% | +87.5% | +87.6% |
| 5Y | +106.3% | -15.3% | +121.6% | +114.1% |
| All | +106.3% | -15.1% | +121.4% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling