+183.5%
DAL vs VSH
+25.6%
+157.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.4% | -8.2% | +1.2% |
| 7D | +10.0% | +3.5% | +6.6% | +8.2% |
| 30D | +12.0% | -22.4% | +34.4% | +19.5% |
| 3M | +0.8% | -25.2% | +26.0% | +7.9% |
| 6M | +26.2% | -22.5% | +48.7% | +22.7% |
| YTD | +33.7% | +84.2% | -50.5% | -13.7% |
| 1Y | +57.6% | +87.1% | -29.5% | +0.7% |
| 3Y | +183.5% | +31.7% | +151.8% | +89.8% |
| All | +183.5% | +25.6% | +157.8% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling