+121.4%
DAL vs VXUS
+146.5%
-25.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.3% |
| 7D | +2.3% | -0.5% | +2.9% | +3.1% |
| 30D | +14.3% | -1.2% | +15.5% | +16.4% |
| 3M | +1.3% | -3.8% | +5.1% | +7.1% |
| 6M | +29.3% | -1.7% | +30.9% | +32.2% |
| YTD | +33.0% | +11.4% | +21.6% | +13.6% |
| 1Y | +59.8% | +13.3% | +46.5% | +33.5% |
| 3Y | +177.2% | +70.0% | +107.2% | +31.5% |
| 5Y | +118.4% | +48.1% | +70.3% | +29.0% |
| 10Y | +121.4% | +147.1% | -25.6% | -32.0% |
| All | +121.4% | +146.5% | -25.1% | -32.0% |
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