+104.3%
DAL vs VMC
+125.2%
-20.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.2% |
| 30D | +12.8% | +15.5% | -2.6% | +3.5% |
| 3M | -5.3% | +0.6% | -5.9% | -5.7% |
| 6M | +22.4% | +2.1% | +20.3% | +20.4% |
| YTD | +25.6% | -1.6% | +27.2% | +25.3% |
| 1Y | +45.5% | -1.2% | +46.7% | +44.9% |
| 3Y | +161.0% | +35.3% | +125.6% | +113.6% |
| 5Y | +112.2% | +43.6% | +68.6% | +65.9% |
| All | +104.3% | +125.2% | -20.9% | +19.8% |
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