+122.8%
DAL vs VSH
+95.6%
+27.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | -0.4% |
| 7D | +8.8% | -12.9% | +21.7% | +14.6% |
| 30D | +5.4% | -36.9% | +42.3% | +27.1% |
| 3M | -4.9% | -28.8% | +23.8% | +6.7% |
| 6M | +19.8% | -30.3% | +50.1% | +22.7% |
| YTD | +27.0% | +62.4% | -35.4% | -20.6% |
| 1Y | +52.5% | +62.5% | -10.1% | -5.0% |
| 3Y | +173.8% | +7.4% | +166.5% | +98.2% |
| 5Y | +104.5% | +25.4% | +79.1% | +30.3% |
| All | +122.8% | +95.6% | +27.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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