+126.4%
DAL vs VTV
+226.9%
-100.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.3% |
| 7D | +3.4% | +0.3% | +3.1% | +2.9% |
| 30D | -13.6% | +0.1% | -13.7% | -13.7% |
| 3M | +1.2% | +6.2% | -5.0% | -7.4% |
| 6M | +34.5% | +13.5% | +21.0% | +11.6% |
| YTD | +14.7% | +18.9% | -4.2% | -11.0% |
| 1Y | +29.2% | +25.8% | +3.5% | -7.6% |
| 3Y | +100.0% | +68.7% | +31.2% | -4.1% |
| 5Y | +106.3% | +80.3% | +26.0% | -8.1% |
| 10Y | +126.4% | +226.3% | -99.9% | -53.7% |
| All | +126.4% | +226.9% | -100.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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