-100.0%
DFNS vs VLTO
+70.6%
-170.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.2% |
| 7D | -6.0% | +1.0% | -7.0% | -5.6% |
| 30D | -71.2% | +17.5% | -88.7% | -68.9% |
| 3M | -94.5% | +21.4% | -115.9% | -94.0% |
| 6M | -96.5% | +38.1% | -134.7% | -95.7% |
| YTD | -99.6% | +19.0% | -118.6% | -99.6% |
| 1Y | -99.7% | +20.7% | -120.3% | -99.7% |
| 3Y | -100.0% | +64.3% | -164.3% | -100.0% |
| All | -100.0% | +70.6% | -170.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling