+121.4%
DAL vs VWO
+113.7%
+7.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -2.3% |
| 7D | +2.3% | +1.7% | +0.7% | +0.6% |
| 30D | +14.3% | -4.2% | +18.5% | +19.6% |
| 3M | +1.3% | -4.6% | +5.9% | +6.4% |
| 6M | +29.3% | -5.0% | +34.2% | +36.0% |
| YTD | +33.0% | +6.8% | +26.2% | +24.0% |
| 1Y | +59.8% | +5.8% | +54.1% | +50.5% |
| 3Y | +177.2% | +58.1% | +119.1% | +71.6% |
| 5Y | +118.4% | +27.6% | +90.8% | +70.2% |
| 10Y | +121.4% | +113.9% | +7.5% | +10.5% |
| All | +121.4% | +113.7% | +7.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling