+57.3%
A vs VLTO
+54.1%
+3.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -5.2% | +12.0% | -17.2% | -10.3% |
| 30D | +1.4% | +20.8% | -19.4% | -7.7% |
| 3M | +21.9% | +20.1% | +1.8% | +11.2% |
| 6M | +46.7% | +32.6% | +14.0% | +26.8% |
| YTD | +27.2% | +17.3% | +9.9% | +17.2% |
| 1Y | +17.9% | +17.3% | +0.6% | +8.5% |
| 3Y | +61.1% | +66.9% | -5.8% | +29.7% |
| All | +57.3% | +54.1% | +3.2% | +27.8% |
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