+1,917.9%
VRT vs DAL
+86.5%
+1,831.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.3% | +4.4% | +7.2% |
| 7D | -10.6% | +10.0% | -20.6% | -14.7% |
| 30D | -17.4% | +12.0% | -29.5% | -22.0% |
| 3M | -26.4% | +0.8% | -27.2% | -27.0% |
| 6M | -41.0% | +26.2% | -67.2% | -47.7% |
| YTD | +23.8% | +33.7% | -9.9% | +6.1% |
| 1Y | +11.6% | +57.6% | -46.0% | -11.6% |
| 3Y | +403.5% | +183.5% | +220.0% | +190.9% |
| 5Y | +647.0% | +114.2% | +532.9% | +383.3% |
| All | +1,917.9% | +86.5% | +1,831.3% | +1,137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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