-6.4%
DT vs VLTO
+54.1%
-60.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | -28.3% | +12.0% | -40.3% | -31.4% |
| 30D | -28.4% | +20.8% | -49.3% | -33.5% |
| 3M | -14.1% | +20.1% | -34.2% | -20.1% |
| 6M | +13.2% | +32.6% | -19.5% | +1.0% |
| YTD | +0.8% | +17.3% | -16.5% | -5.7% |
| 1Y | -7.8% | +17.3% | -25.1% | -13.8% |
| 3Y | -8.3% | +66.9% | -75.2% | -25.9% |
| All | -6.4% | +54.1% | -60.5% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling