+8.3%
DAR vs VLTO
+56.1%
-47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.8% | +4.4% |
| 7D | -2.8% | +2.0% | -4.8% | -3.3% |
| 30D | -12.8% | +21.8% | -34.6% | -17.8% |
| 3M | -11.6% | +20.2% | -31.8% | -16.4% |
| 6M | -16.8% | +36.3% | -53.1% | -25.3% |
| YTD | +45.9% | +18.8% | +27.1% | +38.0% |
| 1Y | +61.5% | +20.4% | +41.1% | +51.6% |
| 3Y | +23.0% | +71.9% | -48.9% | -0.3% |
| All | +8.3% | +56.1% | -47.8% | -10.2% |
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