+381.8%
DAL vs VUG
+864.0%
-482.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | +1.9% |
| 7D | +4.6% | -7.1% | +11.7% | +13.6% |
| 30D | +2.3% | -12.1% | +14.4% | +18.3% |
| 3M | -8.1% | -8.1% | 0.0% | +1.0% |
| 6M | +21.4% | -3.2% | +24.6% | +25.4% |
| YTD | +24.3% | +0.5% | +23.8% | +23.2% |
| 1Y | +47.4% | -0.7% | +48.1% | +47.7% |
| 3Y | +164.6% | +77.1% | +87.5% | +37.0% |
| 5Y | +100.2% | +56.2% | +44.1% | +17.9% |
| 10Y | +124.9% | +394.1% | -269.2% | -71.2% |
| All | +381.8% | +864.0% | -482.2% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling