+113.0%
DAL vs VCLT
-17.0%
+129.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -4.2% |
| 7D | +1.4% | -1.9% | +3.3% | +2.9% |
| 30D | +9.1% | +1.4% | +7.6% | +8.1% |
| 3M | -3.5% | -1.8% | -1.7% | -2.0% |
| 6M | +23.4% | -3.9% | +27.3% | +27.6% |
| YTD | +26.0% | -3.9% | +30.0% | +30.7% |
| 1Y | +44.6% | -4.7% | +49.4% | +50.8% |
| 3Y | +162.7% | +14.1% | +148.6% | +146.7% |
| 5Y | +113.0% | -16.6% | +129.6% | +96.2% |
| All | +113.0% | -17.0% | +129.9% | +96.2% |
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