+122.8%
DAL vs VUG
+391.5%
-268.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.3% |
| 7D | +8.8% | -3.4% | +12.2% | +12.4% |
| 30D | +5.4% | -11.1% | +16.5% | +17.9% |
| 3M | -4.9% | -7.2% | +2.3% | +2.1% |
| 6M | +19.8% | -4.1% | +24.0% | +24.5% |
| YTD | +27.0% | +1.4% | +25.6% | +25.2% |
| 1Y | +52.5% | +1.9% | +50.5% | +49.4% |
| 3Y | +173.8% | +77.7% | +96.1% | +60.7% |
| 5Y | +104.5% | +57.6% | +46.9% | +33.3% |
| All | +122.8% | +391.5% | -268.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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