+1,109.6%
DAL vs VCLT
+103.4%
+1,006.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -13.9% | -0.9% | -13.1% | -13.5% |
| 3M | +1.1% | -3.2% | +4.3% | +2.8% |
| 6M | +26.2% | -3.8% | +30.1% | +29.0% |
| YTD | +16.4% | -2.0% | +18.4% | +18.0% |
| 1Y | +33.9% | -0.8% | +34.7% | +34.9% |
| 3Y | +93.4% | +12.3% | +81.1% | +85.0% |
| 5Y | +106.4% | -15.4% | +121.8% | +117.1% |
| 10Y | +143.0% | +15.7% | +127.2% | +150.0% |
| All | +1,109.6% | +103.4% | +1,006.2% | +1,589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling