+4.1%
DTE vs VLTO
-10.6%
+14.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | -0.5% | -2.5% | +1.9% | -0.3% |
| 3M | -6.0% | +10.1% | -16.1% | -6.5% |
| 6M | -7.2% | +1.0% | -8.2% | -7.5% |
| YTD | +7.2% | -4.8% | +12.0% | +6.8% |
| 1Y | +4.1% | -9.3% | +13.4% | +5.5% |
| All | +4.1% | -10.6% | +14.6% | +5.5% |
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