-3.8%
DT vs VLTO
+55.4%
-59.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | -30.4% | +18.7% | -49.0% | -34.8% |
| 3M | -9.4% | +21.7% | -31.1% | -16.1% |
| 6M | +14.5% | +35.8% | -21.3% | +1.2% |
| YTD | +3.6% | +18.3% | -14.7% | -3.4% |
| 1Y | -3.4% | +20.9% | -24.3% | -10.8% |
| 3Y | -11.1% | +68.8% | -80.0% | -28.4% |
| All | -3.8% | +55.4% | -59.2% | -19.7% |
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