+122.8%
DAL vs VFC
-46.8%
+169.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +8.8% | +11.2% | -2.4% | +3.8% |
| 30D | +5.4% | +41.5% | -36.1% | -10.0% |
| 3M | -4.9% | +38.9% | -43.9% | -18.3% |
| 6M | +19.8% | +6.1% | +13.7% | +14.6% |
| YTD | +27.0% | +14.5% | +12.4% | +16.4% |
| 1Y | +52.5% | +46.0% | +6.5% | +24.8% |
| 3Y | +173.8% | +36.4% | +137.5% | +94.3% |
| 5Y | +104.5% | -67.5% | +172.1% | +228.6% |
| All | +122.8% | -46.8% | +169.6% | +194.8% |
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