+173.8%
DAL vs VUG
+78.4%
+95.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.2% |
| 7D | +8.8% | -3.4% | +12.2% | +12.9% |
| 30D | +5.4% | -11.1% | +16.5% | +19.6% |
| 3M | -4.9% | -7.2% | +2.3% | +3.0% |
| 6M | +19.8% | -4.1% | +24.0% | +24.8% |
| YTD | +27.0% | +1.4% | +25.6% | +24.2% |
| 1Y | +52.5% | +1.9% | +50.5% | +48.0% |
| 3Y | +173.8% | +77.7% | +96.1% | +52.3% |
| All | +173.8% | +78.4% | +95.5% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling