+90.9%
DE vs VLTO
+56.1%
+34.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +3.5% | +2.0% | +1.5% | +3.0% |
| 30D | +11.3% | +21.8% | -10.5% | +5.2% |
| 3M | +11.6% | +20.2% | -8.6% | +5.8% |
| 6M | +20.9% | +36.3% | -15.5% | +10.2% |
| YTD | +49.7% | +18.8% | +30.8% | +42.1% |
| 1Y | +49.5% | +20.4% | +29.1% | +41.3% |
| 3Y | +94.7% | +71.9% | +22.8% | +72.0% |
| All | +90.9% | +56.1% | +34.7% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling