-100.0%
DFNS vs VLTO
+68.7%
-168.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.4% | -19.2% | -19.8% |
| 7D | -37.4% | +12.0% | -49.4% | -34.0% |
| 30D | -65.8% | +20.8% | -86.7% | -62.6% |
| 3M | -95.0% | +20.1% | -115.1% | -94.5% |
| 6M | -95.8% | +32.6% | -128.4% | -95.0% |
| YTD | -99.5% | +17.3% | -116.9% | -99.5% |
| 1Y | -99.7% | +17.3% | -117.0% | -99.7% |
| All | -100.0% | +68.7% | -168.7% | -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