+168.1%
DAL vs VUG
+76.8%
+91.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | +1.6% |
| 7D | +4.6% | -7.1% | +11.7% | +13.2% |
| 30D | +2.3% | -12.1% | +14.4% | +17.6% |
| 3M | -8.1% | -8.1% | 0.0% | +0.6% |
| 6M | +21.4% | -3.2% | +24.6% | +25.1% |
| YTD | +24.3% | +0.5% | +23.8% | +22.7% |
| 1Y | +47.4% | -0.7% | +48.1% | +47.2% |
| All | +168.1% | +76.8% | +91.3% | +50.6% |
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 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