+60.0%
A vs VLTO
+54.8%
+5.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -0.1% | +5.4% | -5.5% | -2.5% |
| 30D | +3.4% | +22.3% | -19.0% | -6.5% |
| 3M | +23.8% | +19.6% | +4.2% | +13.2% |
| 6M | +49.0% | +35.2% | +13.8% | +27.6% |
| YTD | +29.4% | +17.9% | +11.5% | +18.9% |
| 1Y | +19.4% | +19.5% | -0.1% | +8.7% |
| 3Y | +66.2% | +73.9% | -7.7% | +32.4% |
| All | +60.0% | +54.8% | +5.2% | +29.7% |
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