+105.0%
DAL vs VTR
+132.2%
-27.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.4% | -4.8% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +9.1% | +6.9% | +2.2% | +5.3% |
| 3M | -3.5% | +1.3% | -4.8% | -4.4% |
| 6M | +23.4% | +2.5% | +20.9% | +20.2% |
| YTD | +26.0% | +18.0% | +8.1% | +13.7% |
| 1Y | +44.6% | +19.5% | +25.2% | +29.4% |
| 3Y | +162.7% | +130.2% | +32.5% | +60.1% |
| 5Y | +113.0% | +93.8% | +19.1% | +40.0% |
| All | +105.0% | +132.2% | -27.2% | +1.5% |
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