+145.4%
DAL vs VLTO
+54.1%
+91.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +4.6% | +12.0% | -7.4% | -1.7% |
| 30D | +2.3% | +20.8% | -18.5% | -7.8% |
| 3M | -8.1% | +20.1% | -28.2% | -17.0% |
| 6M | +21.4% | +32.6% | -11.2% | +2.9% |
| YTD | +24.3% | +17.3% | +7.0% | +13.3% |
| 1Y | +47.4% | +17.3% | +30.1% | +33.9% |
| 3Y | +164.6% | +66.9% | +97.7% | +103.0% |
| All | +145.4% | +54.1% | +91.3% | +96.3% |
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