+105.0%
DAL vs VFC
-50.3%
+155.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.3% | -3.9% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | +9.1% | +24.6% | -15.6% | -1.2% |
| 3M | -3.5% | +38.4% | -41.9% | -16.8% |
| 6M | +23.4% | +15.3% | +8.1% | +13.8% |
| YTD | +26.0% | +12.7% | +13.3% | +16.5% |
| 1Y | +44.6% | +32.7% | +12.0% | +23.7% |
| 3Y | +162.7% | +43.7% | +119.0% | +81.2% |
| 5Y | +113.0% | -69.2% | +182.1% | +253.2% |
| All | +105.0% | -50.3% | +155.3% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling