+420.5%
DAL vs VYM
+447.3%
-26.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.2% |
| 7D | +10.7% | +0.1% | +10.6% | +10.7% |
| 30D | +12.5% | +3.0% | +9.6% | +8.0% |
| 3M | +3.6% | -1.0% | +4.7% | +5.6% |
| 6M | +26.7% | +6.4% | +20.4% | +16.2% |
| YTD | +34.3% | +15.9% | +18.4% | +9.0% |
| 1Y | +59.1% | +18.7% | +40.4% | +24.9% |
| 3Y | +179.9% | +72.8% | +107.1% | +31.0% |
| 5Y | +119.1% | +71.2% | +47.9% | +6.0% |
| 10Y | +125.6% | +203.5% | -77.9% | -50.0% |
| All | +420.5% | +447.3% | -26.8% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling