-5.2%
DT vs VLTO
+57.1%
-62.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -5.4% | +1.5% | -6.9% | -5.9% |
| 30D | -32.2% | +20.9% | -53.1% | -37.0% |
| 3M | -10.9% | +21.4% | -32.3% | -17.4% |
| 6M | +10.0% | +37.6% | -27.6% | -3.2% |
| YTD | +2.1% | +19.5% | -17.5% | -5.1% |
| 1Y | -5.5% | +22.0% | -27.5% | -13.0% |
| 3Y | -12.4% | +70.7% | -83.1% | -29.7% |
| All | -5.2% | +57.1% | -62.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling