+44.6%
DAL vs VFC
+36.5%
+8.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.3% |
| 3M | -3.5% | +38.4% | -41.9% | -15.9% |
| 6M | +23.4% | +15.3% | +8.1% | +14.3% |
| YTD | +26.0% | +12.7% | +13.3% | +15.6% |
| 1Y | +44.6% | +32.7% | +12.0% | +23.1% |
| All | +44.6% | +36.5% | +8.2% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling