+104.3%
DAL vs VTRS
-30.6%
+134.9%
-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% | -1.1% | -0.6% |
| 7D | -1.1% | +4.6% | -5.7% | -2.8% |
| 30D | +12.8% | +19.4% | -6.5% | +5.1% |
| 3M | -5.3% | +30.8% | -36.0% | -15.0% |
| 6M | +22.4% | +21.6% | +0.7% | +12.7% |
| YTD | +25.6% | +71.2% | -45.6% | +0.1% |
| 1Y | +45.5% | +97.6% | -52.1% | +9.5% |
| 3Y | +161.0% | +163.9% | -2.9% | +68.7% |
| 5Y | +112.2% | +82.1% | +30.1% | +54.4% |
| All | +104.3% | -30.6% | +134.9% | +78.4% |
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