+139.0%
DAL vs VTEB
+26.8%
+112.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.2% |
| 7D | -1.1% | -1.2% | +0.1% | +1.3% |
| 30D | +12.8% | +2.5% | +10.4% | +7.8% |
| 3M | -5.3% | -1.7% | -3.6% | -2.0% |
| 6M | +22.4% | -1.2% | +23.6% | +25.8% |
| YTD | +25.6% | -0.5% | +26.1% | +27.5% |
| 1Y | +45.5% | -0.1% | +45.6% | +46.6% |
| 3Y | +161.0% | +10.5% | +150.5% | +112.8% |
| 5Y | +112.2% | +2.6% | +109.7% | +103.1% |
| 10Y | +109.1% | +22.4% | +86.8% | +132.5% |
| All | +139.0% | +26.8% | +112.2% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling