+168.1%
DAL vs VFC
+39.3%
+128.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.3% |
| 7D | +4.6% | +10.9% | -6.3% | +0.9% |
| 30D | +2.3% | +40.6% | -38.3% | -9.4% |
| 3M | -8.1% | +34.4% | -42.5% | -17.4% |
| 6M | +21.4% | +12.3% | +9.1% | +15.1% |
| YTD | +24.3% | +14.4% | +9.9% | +16.5% |
| 1Y | +47.4% | +40.6% | +6.8% | +28.4% |
| All | +168.1% | +39.3% | +128.7% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling