+33.9%
DAL vs VMC
-8.5%
+42.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +0.1% | -4.3% | +4.5% | +2.6% |
| 30D | -13.9% | -8.2% | -5.7% | -9.8% |
| 3M | +1.1% | -7.0% | +8.1% | +4.4% |
| 6M | +26.2% | -10.8% | +37.0% | +31.7% |
| YTD | +16.4% | -7.4% | +23.8% | +17.5% |
| 1Y | +33.9% | -9.5% | +43.3% | +37.2% |
| All | +33.9% | -8.5% | +42.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling