+82.7%
ACWI vs VLTO
+54.7%
+28.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | +13.8% | -14.3% | -3.5% |
| 30D | -1.6% | +21.2% | -22.8% | -6.1% |
| 3M | -1.3% | +21.5% | -22.8% | -6.0% |
| 6M | +5.8% | +33.0% | -27.1% | -1.9% |
| YTD | +12.7% | +17.8% | -5.1% | +8.2% |
| 1Y | +15.0% | +18.1% | -3.1% | +10.2% |
| 3Y | +77.5% | +67.6% | +10.0% | +58.2% |
| All | +82.7% | +54.7% | +28.0% | +64.9% |
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