+1,112.0%
VST vs DAL
+127.0%
+985.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.4% | +9.9% |
| 7D | -9.8% | +8.8% | -18.6% | -12.6% |
| 30D | -25.1% | +5.4% | -30.5% | -26.7% |
| 3M | -11.6% | -4.9% | -6.7% | -10.7% |
| 6M | -20.9% | +19.8% | -40.8% | -26.0% |
| YTD | -22.3% | +27.0% | -49.3% | -29.1% |
| 1Y | -32.0% | +52.5% | -84.5% | -41.5% |
| 3Y | +262.4% | +173.8% | +88.5% | +158.2% |
| 5Y | +563.4% | +104.5% | +458.8% | +395.7% |
| All | +1,112.0% | +127.0% | +985.1% | +743.7% |
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