+30.0%
DAL vs VG
-51.4%
+81.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -4.3% |
| 7D | +4.6% | -22.0% | +26.6% | +4.7% |
| 30D | +2.3% | -14.7% | +17.0% | +2.4% |
| 3M | -8.1% | -7.1% | -1.0% | -8.4% |
| 6M | +21.4% | -11.2% | +32.6% | +20.5% |
| YTD | +24.3% | +69.8% | -45.5% | +10.7% |
| 1Y | +47.4% | +49.9% | -2.5% | +33.0% |
| All | +30.0% | -51.4% | +81.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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