+132.2%
DAL vs VUG
+409.4%
-277.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -13.9% | -0.3% | -13.6% | -13.7% |
| 3M | +1.1% | -0.7% | +1.8% | +1.5% |
| 6M | +26.2% | +14.6% | +11.6% | +10.6% |
| YTD | +16.4% | +9.0% | +7.4% | +7.1% |
| 1Y | +33.9% | +14.9% | +19.0% | +17.0% |
| 3Y | +93.4% | +86.0% | +7.3% | +8.4% |
| 5Y | +106.4% | +76.7% | +29.7% | +20.4% |
| All | +132.2% | +409.4% | -277.3% | -56.6% |
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