+135.0%
DAL vs VTRS
-48.8%
+183.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.8% | -3.5% | +4.2% | +2.2% |
| 30D | -11.7% | +2.1% | -13.8% | -12.5% |
| 3M | -2.7% | +2.6% | -5.4% | -4.1% |
| 6M | +30.7% | +17.8% | +12.9% | +21.8% |
| YTD | +14.4% | +35.7% | -21.3% | +0.2% |
| 1Y | +31.2% | +63.5% | -32.3% | +6.3% |
| 3Y | +99.4% | +85.1% | +14.3% | +49.0% |
| 5Y | +98.6% | +42.5% | +56.1% | +59.6% |
| 10Y | +135.0% | -48.2% | +183.2% | +128.5% |
| All | +135.0% | -48.8% | +183.8% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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