+135.1%
DAL vs VT
+231.8%
-96.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.4% | +4.6% |
| 7D | +11.1% | -0.3% | +11.4% | +11.7% |
| 30D | +7.7% | -1.4% | +9.2% | +10.2% |
| 3M | -3.5% | -1.4% | -2.1% | -1.3% |
| 6M | +31.3% | +5.5% | +25.8% | +21.9% |
| YTD | +30.0% | +12.8% | +17.1% | +9.8% |
| 1Y | +62.1% | +15.4% | +46.6% | +32.6% |
| 3Y | +176.6% | +76.9% | +99.8% | +26.5% |
| 5Y | +126.2% | +60.4% | +65.8% | +21.6% |
| 10Y | +135.1% | +232.8% | -97.7% | -53.0% |
| All | +135.1% | +231.8% | -96.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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