+100.0%
DAL vs VYM
+66.8%
+33.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.7% |
| 7D | +3.4% | +0.1% | +3.2% | +3.1% |
| 30D | -13.6% | -1.3% | -12.3% | -11.3% |
| 3M | +1.2% | +4.1% | -2.8% | -5.8% |
| 6M | +34.5% | +9.8% | +24.7% | +13.0% |
| YTD | +14.7% | +15.3% | -0.6% | -11.8% |
| 1Y | +29.2% | +20.0% | +9.2% | -7.6% |
| 3Y | +100.0% | +66.2% | +33.7% | -12.4% |
| All | +100.0% | +66.8% | +33.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VYM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling