-100.0%
DFNS vs VLTO
+54.8%
-154.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.5% | -12.7% | -12.0% |
| 7D | -44.0% | +5.4% | -49.4% | -42.7% |
| 30D | -69.1% | +22.3% | -91.4% | -66.3% |
| 3M | -95.6% | +19.6% | -115.2% | -95.3% |
| 6M | -96.2% | +35.2% | -131.3% | -95.4% |
| YTD | -99.6% | +17.9% | -117.5% | -99.6% |
| 1Y | -99.7% | +19.5% | -119.3% | -99.7% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +54.8% | -154.8% | -100.0% |
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