+150.7%
DAL vs VLTO
+54.8%
+95.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +8.8% | +5.4% | +3.4% | +5.9% |
| 30D | +5.4% | +22.3% | -16.9% | -5.6% |
| 3M | -4.9% | +19.6% | -24.5% | -13.9% |
| 6M | +19.8% | +35.2% | -15.3% | +0.5% |
| YTD | +27.0% | +17.9% | +9.1% | +15.5% |
| 1Y | +52.5% | +19.5% | +32.9% | +36.9% |
| 3Y | +173.8% | +73.9% | +99.9% | +105.5% |
| All | +150.7% | +54.8% | +95.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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