+122.8%
DAL vs VXUS
+135.4%
-12.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +1.9% |
| 7D | +8.8% | -1.8% | +10.6% | +11.7% |
| 30D | +5.4% | -4.6% | +10.0% | +12.7% |
| 3M | -4.9% | -6.1% | +1.2% | +3.9% |
| 6M | +19.8% | -4.9% | +24.7% | +28.2% |
| YTD | +27.0% | +8.1% | +18.9% | +13.2% |
| 1Y | +52.5% | +12.1% | +40.4% | +29.2% |
| 3Y | +173.8% | +63.9% | +110.0% | +36.8% |
| 5Y | +104.5% | +43.1% | +61.4% | +26.8% |
| All | +122.8% | +135.4% | -12.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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