+392.2%
DAL vs VIG
+538.6%
-146.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.7% |
| 7D | +8.8% | -1.8% | +10.6% | +11.9% |
| 30D | +5.4% | +2.7% | +2.7% | +1.5% |
| 3M | -4.9% | 0.0% | -4.9% | -4.6% |
| 6M | +19.8% | +6.8% | +13.1% | +9.4% |
| YTD | +27.0% | +12.1% | +14.9% | +8.5% |
| 1Y | +52.5% | +14.8% | +37.6% | +25.9% |
| 3Y | +173.8% | +62.4% | +111.4% | +40.2% |
| 5Y | +104.5% | +59.6% | +45.0% | +9.2% |
| 10Y | +129.7% | +261.5% | -131.7% | -63.4% |
| All | +392.2% | +538.6% | -146.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling