+124.4%
DGX vs VLTO
+56.3%
+68.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.6% | +1.6% | +3.0% | +4.3% |
| 30D | +11.9% | +22.0% | -10.1% | +7.2% |
| 3M | +9.2% | +21.9% | -12.7% | +4.5% |
| 6M | +39.0% | +36.5% | +2.5% | +29.8% |
| YTD | +51.4% | +19.0% | +32.5% | +45.2% |
| 1Y | +42.6% | +21.0% | +21.6% | +36.1% |
| 3Y | +105.9% | +69.9% | +36.0% | +94.5% |
| All | +124.4% | +56.3% | +68.1% | +111.6% |
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