+123.5%
DAL vs VFC
-47.2%
+170.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +10.7% | +3.5% | +7.2% | +9.2% |
| 30D | +12.5% | +38.3% | -25.7% | -2.9% |
| 3M | +3.6% | +40.2% | -36.5% | -11.2% |
| 6M | +26.7% | +10.6% | +16.1% | +19.0% |
| YTD | +34.3% | +16.7% | +17.5% | +22.1% |
| 1Y | +59.1% | +45.0% | +14.1% | +30.7% |
| 3Y | +179.9% | +48.8% | +131.1% | +90.0% |
| 5Y | +119.1% | -67.6% | +186.7% | +253.9% |
| All | +123.5% | -47.2% | +170.7% | +194.0% |
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