+135.0%
DAL vs VNQ
+59.3%
+75.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.6% |
| 30D | -11.7% | -2.2% | -9.5% | -9.8% |
| 3M | -2.7% | -1.9% | -0.8% | -1.1% |
| 6M | +30.7% | +3.2% | +27.4% | +26.5% |
| YTD | +14.4% | +9.4% | +5.0% | +4.8% |
| 1Y | +31.2% | +7.5% | +23.7% | +22.1% |
| 3Y | +99.4% | +31.1% | +68.4% | +52.0% |
| 5Y | +98.6% | +6.6% | +92.0% | +85.8% |
| 10Y | +135.0% | +63.9% | +71.1% | +51.9% |
| All | +135.0% | +59.3% | +75.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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