+351.3%
DAL vs VIG
+532.7%
-181.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.5% |
| 7D | +0.1% | -0.4% | +0.6% | +0.8% |
| 30D | -13.9% | -1.0% | -13.0% | -12.6% |
| 3M | +1.1% | +2.8% | -1.7% | -2.6% |
| 6M | +26.2% | +8.2% | +18.0% | +13.0% |
| YTD | +16.4% | +11.0% | +5.4% | +0.6% |
| 1Y | +33.9% | +16.1% | +17.7% | +8.5% |
| 3Y | +93.4% | +56.2% | +37.2% | +4.7% |
| 5Y | +106.4% | +63.0% | +43.4% | +6.4% |
| 10Y | +143.0% | +241.4% | -98.5% | -57.8% |
| All | +351.3% | +532.7% | -181.4% | -64.1% |
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