+11.7%
DIA vs VLTO
+20.4%
-8.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | +1.6% | -0.7% | +0.7% |
| 30D | +1.1% | +22.0% | -20.8% | -1.2% |
| 3M | -2.9% | +21.9% | -24.8% | -5.1% |
| 6M | +5.9% | +36.5% | -30.6% | +1.9% |
| YTD | +9.8% | +19.0% | -9.2% | +8.0% |
| 1Y | +11.7% | +21.0% | -9.3% | +9.6% |
| All | +11.7% | +20.4% | -8.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling