+34.0%
DG vs VLTO
+54.8%
-20.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | +1.1% | +5.4% | -4.3% | -0.3% |
| 30D | +9.5% | +22.3% | -12.8% | +4.2% |
| 3M | +5.5% | +19.6% | -14.2% | +0.8% |
| 6M | +16.1% | +35.2% | -19.1% | +8.2% |
| YTD | +2.7% | +17.9% | -15.2% | -2.3% |
| 1Y | +42.1% | +19.5% | +22.6% | +34.8% |
| 3Y | +19.3% | +73.9% | -54.7% | +7.9% |
| All | +34.0% | +54.8% | -20.9% | +21.2% |
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