+135.0%
DAL vs VWO
+112.8%
+22.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -11.7% | +0.9% | -12.6% | -12.5% |
| 3M | -2.7% | +4.3% | -7.0% | -6.9% |
| 6M | +30.7% | +10.5% | +20.1% | +17.7% |
| YTD | +14.4% | +13.4% | +1.0% | +0.3% |
| 1Y | +31.2% | +18.6% | +12.6% | +9.9% |
| 3Y | +99.4% | +65.8% | +33.6% | +18.6% |
| 5Y | +98.6% | +35.2% | +63.3% | +45.8% |
| 10Y | +135.0% | +116.6% | +18.4% | +16.0% |
| All | +135.0% | +112.8% | +22.2% | +16.0% |
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