+99.2%
DVA vs VLTO
+56.1%
+43.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | +3.5% | +21.8% | -18.3% | -0.1% |
| 3M | +1.0% | +20.2% | -19.3% | -2.4% |
| 6M | -6.6% | +36.3% | -42.9% | -12.0% |
| YTD | +63.3% | +18.8% | +44.5% | +57.7% |
| 1Y | +50.0% | +20.4% | +29.6% | +44.0% |
| 3Y | +120.1% | +71.9% | +48.2% | +90.3% |
| All | +99.2% | +56.1% | +43.1% | +74.6% |
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