+122.8%
DAL vs VMC
+159.8%
-36.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.7% |
| 7D | +8.8% | +0.5% | +8.3% | +8.6% |
| 30D | +5.4% | +15.8% | -10.4% | -3.5% |
| 3M | -4.9% | +0.6% | -5.5% | -5.5% |
| 6M | +19.8% | -4.0% | +23.9% | +22.2% |
| YTD | +27.0% | -0.3% | +27.3% | +25.7% |
| 1Y | +52.5% | -0.5% | +53.0% | +51.0% |
| 3Y | +173.8% | +39.6% | +134.3% | +120.4% |
| 5Y | +104.5% | +50.1% | +54.5% | +56.1% |
| All | +122.8% | +159.8% | -36.9% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling