+75.8%
ACWI vs VLTO
+54.1%
+21.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -4.0% | +12.0% | -16.0% | -6.6% |
| 30D | -5.8% | +20.8% | -26.7% | -10.1% |
| 3M | -5.0% | +20.1% | -25.1% | -9.2% |
| 6M | +0.7% | +32.6% | -31.9% | -6.6% |
| YTD | +8.4% | +17.3% | -8.9% | +4.2% |
| 1Y | +10.1% | +17.3% | -7.2% | +5.7% |
| 3Y | +70.8% | +66.9% | +3.9% | +52.3% |
| All | +75.8% | +54.1% | +21.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling