+125.5%
DGX vs VLTO
+55.4%
+70.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | +12.7% | +18.7% | -6.0% | +8.5% |
| 3M | +9.6% | +21.7% | -12.1% | +5.0% |
| 6M | +37.6% | +35.8% | +1.7% | +28.7% |
| YTD | +52.1% | +18.3% | +33.9% | +46.0% |
| 1Y | +41.3% | +20.9% | +20.4% | +34.9% |
| 3Y | +106.9% | +68.8% | +38.0% | +95.7% |
| All | +125.5% | +55.4% | +70.1% | +112.9% |
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