+145.3%
DAL vs VT
+224.5%
-79.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.4% | -0.3% | -0.5% |
| 30D | -13.9% | +1.0% | -14.9% | -15.1% |
| 3M | +1.1% | +2.4% | -1.3% | -2.4% |
| 6M | +26.2% | +12.0% | +14.2% | +7.3% |
| YTD | +16.4% | +15.3% | +1.1% | -5.0% |
| 1Y | +33.9% | +22.6% | +11.3% | +0.1% |
| 3Y | +93.4% | +74.7% | +18.7% | -10.1% |
| 5Y | +106.4% | +66.1% | +40.2% | +5.2% |
| All | +145.3% | +224.5% | -79.2% | -48.0% |
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