+105.0%
DAL vs VNQ
+83.2%
+21.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | +9.1% | +5.8% | +3.3% | +3.5% |
| 3M | -3.5% | 0.0% | -3.5% | -3.3% |
| 6M | +23.4% | +1.5% | +21.9% | +21.6% |
| YTD | +26.0% | +12.1% | +14.0% | +12.9% |
| 1Y | +44.6% | +10.6% | +34.1% | +31.4% |
| 3Y | +162.7% | +43.5% | +119.2% | +82.9% |
| 5Y | +113.0% | +6.8% | +106.1% | +99.4% |
| All | +105.0% | +83.2% | +21.8% | +26.5% |
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