+1,219.4%
DAL vs VCLT
+102.2%
+1,117.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +8.8% | +0.3% | +8.5% | +8.7% |
| 30D | +5.4% | +3.7% | +1.7% | +3.6% |
| 3M | -4.9% | -1.0% | -4.0% | -4.4% |
| 6M | +19.8% | -3.4% | +23.2% | +22.2% |
| YTD | +27.0% | -2.6% | +29.6% | +29.2% |
| 1Y | +52.5% | -3.3% | +55.7% | +55.6% |
| 3Y | +173.8% | +17.3% | +156.5% | +158.0% |
| 5Y | +104.5% | -17.0% | +121.6% | +117.0% |
| 10Y | +129.7% | +18.1% | +111.6% | +140.8% |
| All | +1,219.4% | +102.2% | +1,117.3% | +1,749.5% |
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