+105.0%
DAL vs VYM
+206.0%
-101.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | +1.4% | +3.3% | -1.9% | -3.5% |
| 30D | +9.1% | +3.8% | +5.3% | +3.4% |
| 3M | -3.5% | -0.4% | -3.1% | -2.6% |
| 6M | +23.4% | +7.1% | +16.3% | +11.7% |
| YTD | +26.0% | +17.1% | +9.0% | +0.3% |
| 1Y | +44.6% | +18.4% | +26.2% | +13.4% |
| 3Y | +162.7% | +74.5% | +88.2% | +20.8% |
| 5Y | +113.0% | +72.5% | +40.4% | +1.6% |
| All | +105.0% | +206.0% | -101.0% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling