-5.8%
DT vs VLTO
+56.1%
-61.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -20.2% | +2.0% | -22.3% | -20.8% |
| 30D | -30.8% | +21.8% | -52.6% | -35.9% |
| 3M | -10.2% | +20.2% | -30.4% | -16.5% |
| 6M | +8.0% | +36.3% | -28.3% | -4.6% |
| YTD | +1.5% | +18.8% | -17.4% | -5.5% |
| 1Y | -6.9% | +20.4% | -27.3% | -13.8% |
| 3Y | -10.9% | +71.9% | -82.8% | -28.8% |
| All | -5.8% | +56.1% | -61.9% | -21.5% |
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