+63.1%
DIA vs VLTO
+54.1%
+8.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -1.6% | +12.0% | -13.6% | -4.5% |
| 30D | 0.0% | +20.8% | -20.9% | -5.0% |
| 3M | -4.9% | +20.1% | -25.1% | -9.5% |
| 6M | +5.0% | +32.6% | -27.6% | -3.0% |
| YTD | +8.2% | +17.3% | -9.1% | +3.5% |
| 1Y | +10.3% | +17.3% | -7.0% | +5.4% |
| 3Y | +58.4% | +66.9% | -8.5% | +41.6% |
| All | +63.1% | +54.1% | +8.9% | +46.9% |
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 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