+129.3%
DAL vs VTEB
+17.5%
+111.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.9% |
| 7D | -0.6% | -1.2% | +0.6% | +2.0% |
| 30D | -13.5% | -2.9% | -10.6% | -8.0% |
| 3M | +2.6% | -3.2% | +5.7% | +9.9% |
| 6M | +32.7% | -2.6% | +35.3% | +40.9% |
| YTD | +13.6% | -1.8% | +15.5% | +18.7% |
| 1Y | +28.8% | +0.2% | +28.6% | +28.9% |
| 3Y | +98.2% | +8.2% | +89.9% | +65.6% |
| 5Y | +105.9% | +0.8% | +105.1% | +103.7% |
| All | +129.3% | +17.5% | +111.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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