-4.0%
DT vs VLTO
+56.4%
-60.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.8% |
| 30D | -29.5% | +17.5% | -47.0% | -33.8% |
| 3M | -11.7% | +21.4% | -33.1% | -18.2% |
| 6M | +29.0% | +38.1% | -9.1% | +13.3% |
| YTD | +3.4% | +19.0% | -15.7% | -3.8% |
| 1Y | -4.2% | +20.7% | -24.9% | -11.4% |
| 3Y | -12.8% | +64.3% | -77.1% | -28.7% |
| All | -4.0% | +56.4% | -60.4% | -20.1% |
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