+126.4%
DAL vs VTR
+85.6%
+40.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +3.4% | -2.4% | +5.8% | +4.6% |
| 30D | -13.6% | -3.7% | -9.8% | -12.1% |
| 3M | +1.2% | +13.5% | -12.3% | -6.1% |
| 6M | +34.5% | +7.2% | +27.3% | +28.1% |
| YTD | +14.7% | +17.6% | -2.9% | +4.0% |
| 1Y | +29.2% | +35.4% | -6.1% | +8.2% |
| 3Y | +100.0% | +132.8% | -32.9% | +21.5% |
| 5Y | +106.3% | +88.7% | +17.7% | +38.1% |
| 10Y | +126.4% | +87.6% | +38.8% | +20.4% |
| All | +126.4% | +85.6% | +40.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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