+420.5%
DAL vs VNQ
+175.4%
+245.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +10.7% | +2.2% | +8.5% | +9.0% |
| 30D | +12.5% | +7.1% | +5.4% | +6.6% |
| 3M | +3.6% | +0.8% | +2.8% | +3.1% |
| 6M | +26.7% | +2.2% | +24.5% | +24.6% |
| YTD | +34.3% | +12.8% | +21.4% | +22.1% |
| 1Y | +59.1% | +11.7% | +47.4% | +45.9% |
| 3Y | +179.9% | +44.5% | +135.4% | +108.1% |
| 5Y | +119.1% | +7.6% | +111.5% | +107.2% |
| 10Y | +125.6% | +85.2% | +40.4% | +43.0% |
| All | +420.5% | +175.4% | +245.0% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling