+118.1%
DAL vs VT
+214.8%
-96.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | +1.6% |
| 7D | +4.6% | -4.2% | +8.7% | +11.4% |
| 30D | +2.3% | -5.8% | +8.1% | +11.8% |
| 3M | -8.1% | -5.2% | -2.9% | -0.3% |
| 6M | +21.4% | +0.1% | +21.3% | +21.6% |
| YTD | +24.3% | +8.2% | +16.1% | +11.6% |
| 1Y | +47.4% | +10.1% | +37.3% | +29.1% |
| 3Y | +164.6% | +69.7% | +95.0% | +28.6% |
| 5Y | +100.2% | +53.4% | +46.9% | +14.8% |
| All | +118.1% | +214.8% | -96.7% | -52.6% |
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