+123.0%
DASH vs VLTO
+69.4%
+53.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.0% |
| 7D | +17.2% | +13.8% | +3.3% | +9.1% |
| 30D | +3.6% | +21.2% | -17.6% | -6.9% |
| 3M | -1.9% | +21.5% | -23.4% | -11.8% |
| 6M | +15.1% | +33.0% | -17.9% | -1.8% |
| YTD | -12.3% | +17.8% | -30.1% | -20.3% |
| 1Y | -17.2% | +18.1% | -35.3% | -24.9% |
| All | +123.0% | +69.4% | +53.7% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling