-54.9%
DLO vs VT
+68.3%
-123.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.4% |
| 7D | -1.9% | +2.4% | -4.2% | -5.8% |
| 30D | -6.8% | -1.5% | -5.3% | -4.4% |
| 3M | -7.2% | -4.1% | -3.1% | -0.2% |
| 6M | +14.4% | +0.6% | +13.8% | +13.2% |
| YTD | -1.6% | +11.0% | -12.6% | -18.2% |
| 1Y | +0.5% | +13.3% | -12.8% | -19.5% |
| 3Y | -17.6% | +73.4% | -91.0% | -72.4% |
| 5Y | -68.7% | +57.4% | -126.1% | -84.4% |
| All | -54.9% | +68.3% | -123.3% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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