+111.4%
DAL vs VFC
-68.3%
+179.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -1.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.6% |
| 30D | +12.8% | +25.5% | -12.6% | +4.1% |
| 3M | -5.3% | +41.3% | -46.6% | -16.5% |
| 6M | +22.4% | +22.2% | +0.1% | +12.5% |
| YTD | +25.6% | +16.4% | +9.2% | +16.8% |
| 1Y | +45.5% | +38.4% | +7.1% | +27.0% |
| 3Y | +161.0% | +56.2% | +104.7% | +95.9% |
| All | +111.4% | -68.3% | +179.8% | +317.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling