+119.1%
DAL vs VFC
-67.2%
+186.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +10.7% | +3.5% | +7.2% | +9.5% |
| 30D | +12.5% | +38.3% | -25.7% | +0.1% |
| 3M | +3.6% | +40.2% | -36.5% | -8.4% |
| 6M | +26.7% | +10.6% | +16.1% | +20.7% |
| YTD | +34.3% | +16.7% | +17.5% | +24.8% |
| 1Y | +59.1% | +45.0% | +14.1% | +36.7% |
| 3Y | +179.9% | +48.8% | +131.1% | +113.9% |
| 5Y | +119.1% | -67.6% | +186.7% | +308.1% |
| All | +119.1% | -67.2% | +186.4% | +308.1% |
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