+148.0%
DAL vs VLTO
+56.4%
+91.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | +12.8% | +17.5% | -4.6% | +3.5% |
| 3M | -5.3% | +21.4% | -26.7% | -14.9% |
| 6M | +22.4% | +38.1% | -15.8% | +1.4% |
| YTD | +25.6% | +19.0% | +6.6% | +13.7% |
| 1Y | +45.5% | +20.7% | +24.9% | +30.1% |
| 3Y | +161.0% | +64.3% | +96.7% | +102.1% |
| All | +148.0% | +56.4% | +91.6% | +96.9% |
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