+105.8%
DAL vs VTR
+86.5%
+19.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | -13.9% | -2.4% | -11.5% | -13.2% |
| 3M | +1.1% | +14.8% | -13.7% | -5.4% |
| 6M | +26.2% | +5.3% | +20.9% | +22.3% |
| YTD | +16.4% | +18.1% | -1.7% | +7.4% |
| 1Y | +33.9% | +36.7% | -2.9% | +15.1% |
| 3Y | +93.4% | +130.1% | -36.7% | +25.4% |
| All | +105.8% | +86.5% | +19.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling