+86.1%
DE vs VLTO
+24.3%
+61.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | +9.0% | -2.7% | +11.7% | +9.7% |
| 3M | +19.1% | +14.0% | +5.1% | +14.3% |
| 6M | +14.4% | +3.3% | +11.1% | +12.9% |
| YTD | +45.9% | -5.4% | +51.4% | +47.9% |
| 1Y | +43.6% | -13.3% | +56.9% | +50.2% |
| All | +86.1% | +24.3% | +61.9% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling