+351.3%
DAL vs VMC
+181.0%
+170.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +0.1% | -4.3% | +4.5% | +2.7% |
| 30D | -13.9% | -8.2% | -5.7% | -9.7% |
| 3M | +1.1% | -7.0% | +8.1% | +5.0% |
| 6M | +26.2% | -10.8% | +37.0% | +34.3% |
| YTD | +16.4% | -7.4% | +23.8% | +20.5% |
| 1Y | +33.9% | -9.5% | +43.3% | +40.1% |
| 3Y | +93.4% | +20.5% | +72.9% | +70.8% |
| 5Y | +106.4% | +51.6% | +54.8% | +58.9% |
| 10Y | +143.0% | +150.0% | -7.1% | +32.4% |
| All | +351.3% | +181.0% | +170.3% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling