+87.5%
DE vs VLTO
+26.2%
+61.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +9.6% | -2.9% | +12.5% | +10.5% |
| 3M | +19.0% | +12.7% | +6.3% | +14.6% |
| 6M | +16.1% | +1.6% | +14.5% | +15.3% |
| YTD | +47.0% | -4.0% | +51.0% | +48.4% |
| 1Y | +43.1% | -10.2% | +53.3% | +47.9% |
| All | +87.5% | +26.2% | +61.3% | +80.0% |
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