+105.8%
DAL vs VUG
+76.6%
+29.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| YTD | +16.4% | +9.0% | +7.4% | +6.8% |
| 1Y | +33.9% | +14.9% | +19.0% | +16.5% |
| 3Y | +93.4% | +86.0% | +7.3% | +7.9% |
| All | +105.8% | +76.6% | +29.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling