+351.3%
DAL vs VWO
+147.1%
+204.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | +0.1% | +1.1% | -0.9% | -0.7% |
| 30D | -13.9% | +2.4% | -16.3% | -15.5% |
| 3M | +1.1% | +2.0% | -0.9% | -0.6% |
| 6M | +26.2% | +10.7% | +15.6% | +16.9% |
| YTD | +16.4% | +14.4% | +2.0% | +5.1% |
| 1Y | +33.9% | +22.7% | +11.1% | +14.5% |
| 3Y | +93.4% | +64.2% | +29.2% | +33.3% |
| 5Y | +106.4% | +35.8% | +70.6% | +65.7% |
| 10Y | +143.0% | +114.7% | +28.3% | +43.1% |
| All | +351.3% | +147.1% | +204.2% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling