-17.2%
DASH vs VLTO
+18.3%
-35.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.9% |
| 7D | +17.2% | +13.8% | +3.3% | +7.2% |
| 30D | +3.6% | +21.2% | -17.6% | -9.5% |
| 3M | -1.9% | +21.5% | -23.4% | -14.3% |
| 6M | +15.1% | +33.0% | -17.9% | -6.2% |
| YTD | -12.3% | +17.8% | -30.1% | -21.8% |
| 1Y | -17.2% | +18.1% | -35.3% | -26.9% |
| All | -17.2% | +18.3% | -35.5% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling