+128.1%
DAL vs VFC
-44.8%
+172.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +4.1% |
| 7D | +10.0% | +7.7% | +2.4% | +6.6% |
| 30D | +12.0% | +39.2% | -27.2% | -3.6% |
| 3M | +0.8% | +40.3% | -39.5% | -13.7% |
| 6M | +26.2% | +11.4% | +14.8% | +18.2% |
| YTD | +33.7% | +17.5% | +16.2% | +21.2% |
| 1Y | +57.6% | +45.9% | +11.7% | +29.1% |
| 3Y | +183.5% | +47.3% | +136.2% | +93.5% |
| 5Y | +114.2% | -67.2% | +181.4% | +243.8% |
| 10Y | +128.1% | -46.1% | +174.2% | +197.9% |
| All | +128.1% | -44.8% | +172.9% | +197.9% |
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