+351.3%
DAL vs VTR
+338.4%
+12.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.9% |
| 7D | +0.1% | -1.7% | +1.8% | +1.0% |
| 30D | -13.9% | -2.4% | -11.5% | -13.0% |
| 3M | +1.1% | +14.8% | -13.7% | -7.0% |
| 6M | +26.2% | +5.3% | +20.9% | +21.3% |
| YTD | +16.4% | +18.1% | -1.7% | +5.0% |
| 1Y | +33.9% | +36.7% | -2.9% | +10.9% |
| 3Y | +93.4% | +130.1% | -36.7% | +17.6% |
| 5Y | +106.4% | +89.5% | +16.9% | +36.9% |
| 10Y | +143.0% | +87.4% | +55.6% | +44.1% |
| All | +351.3% | +338.4% | +12.8% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling