+179.9%
DAL vs VUG
+79.7%
+100.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +1.2% |
| 7D | +10.7% | -1.2% | +11.9% | +12.2% |
| 30D | +12.5% | -8.9% | +21.4% | +24.4% |
| 3M | +3.6% | -5.9% | +9.6% | +10.6% |
| 6M | +26.7% | -3.3% | +30.0% | +30.8% |
| YTD | +34.3% | +3.4% | +30.9% | +28.5% |
| 1Y | +59.1% | +1.9% | +57.2% | +54.8% |
| 3Y | +179.9% | +76.9% | +102.9% | +60.1% |
| All | +179.9% | +79.7% | +100.1% | +60.1% |
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