+46.6%
DE vs VLTO
+20.4%
+26.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | +3.3% | +1.6% | +1.7% | +3.1% |
| 30D | +10.7% | +22.0% | -11.2% | +7.9% |
| 3M | +13.1% | +21.9% | -8.8% | +10.2% |
| 6M | +20.2% | +36.5% | -16.3% | +15.7% |
| YTD | +48.9% | +19.0% | +29.9% | +46.1% |
| 1Y | +46.6% | +21.0% | +25.6% | +42.0% |
| All | +46.6% | +20.4% | +26.2% | +42.0% |
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 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