+135.0%
DAL vs VYM
+202.0%
-67.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +2.3% |
| 30D | -11.7% | -2.0% | -9.7% | -8.9% |
| 3M | -2.7% | +3.1% | -5.8% | -6.8% |
| 6M | +30.7% | +8.9% | +21.8% | +15.4% |
| YTD | +14.4% | +14.7% | -0.4% | -6.3% |
| 1Y | +31.2% | +19.4% | +11.8% | +1.5% |
| 3Y | +99.4% | +65.4% | +34.0% | -0.9% |
| 5Y | +98.6% | +77.6% | +21.0% | -9.0% |
| 10Y | +135.0% | +207.8% | -72.8% | -47.1% |
| All | +135.0% | +202.0% | -67.0% | -47.1% |
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