+351.3%
DAL vs VSH
+198.5%
+152.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | -0.3% |
| 7D | +0.1% | +4.1% | -3.9% | -1.8% |
| 30D | -13.9% | -4.2% | -9.8% | -12.9% |
| 3M | +1.1% | -50.0% | +51.1% | +32.6% |
| 6M | +26.2% | +80.2% | -53.9% | -16.0% |
| YTD | +16.4% | +121.1% | -104.7% | -31.1% |
| 1Y | +33.9% | +112.0% | -78.1% | -20.1% |
| 3Y | +93.4% | +22.5% | +70.9% | +43.9% |
| 5Y | +106.4% | +64.0% | +42.3% | +29.4% |
| 10Y | +143.0% | +170.4% | -27.4% | +13.5% |
| All | +351.3% | +198.5% | +152.8% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling