+58.4%
DAL vs VFC
+42.4%
+16.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +4.2% |
| 7D | +10.0% | +7.7% | +2.4% | +6.8% |
| 30D | +12.0% | +39.2% | -27.2% | -2.6% |
| 3M | +0.8% | +40.3% | -39.5% | -12.9% |
| 6M | +26.2% | +11.4% | +14.8% | +18.9% |
| YTD | +33.7% | +17.5% | +16.2% | +20.1% |
| All | +58.4% | +42.4% | +16.1% | +28.5% |
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