+6.6%
DTE vs VLTO
+18.3%
-11.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +4.2% | +13.8% | -9.6% | +3.1% |
| 30D | +10.0% | +21.2% | -11.2% | +8.4% |
| 3M | -2.1% | +21.5% | -23.6% | -3.5% |
| 6M | -4.7% | +33.0% | -37.6% | -6.4% |
| YTD | +9.3% | +17.8% | -8.5% | +6.5% |
| 1Y | +6.6% | +18.1% | -11.5% | +4.1% |
| All | +6.6% | +18.3% | -11.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling