+176.3%
DAL vs VWO
+58.4%
+117.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +35.8% |
| YTD | +33.0% | +6.8% | +26.2% | +23.2% |
| 1Y | +59.8% | +5.8% | +54.1% | +49.7% |
| All | +176.3% | +58.4% | +117.9% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling