-99.7%
DFNS vs VLTO
+21.0%
-120.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.1% | +12.7% | +12.7% |
| 7D | -37.0% | +1.6% | -38.6% | -38.1% |
| 30D | -63.4% | +22.0% | -85.3% | -71.2% |
| 3M | -94.1% | +21.9% | -116.0% | -95.4% |
| 6M | -96.3% | +36.5% | -132.8% | -97.4% |
| YTD | -99.6% | +19.0% | -118.5% | -99.6% |
| All | -99.7% | +21.0% | -120.7% | -99.7% |
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