+26.2%
DAL vs VCLT
-3.7%
+29.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.5% |
| 7D | +0.1% | -0.5% | +0.6% | +1.5% |
| 30D | -13.9% | -0.9% | -13.1% | -11.6% |
| 3M | +1.1% | -3.2% | +4.3% | +11.2% |
| 6M | +26.2% | -3.8% | +30.1% | +40.1% |
| All | +26.2% | -3.7% | +29.9% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling