+14.1%
AGG vs VLTO
+71.3%
-57.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -0.6% |
| 30D | +1.2% | +20.9% | -19.7% | +0.5% |
| 3M | -0.8% | +21.4% | -22.2% | -1.6% |
| 6M | -1.4% | +37.6% | -39.0% | -2.6% |
| YTD | -1.1% | +19.5% | -20.6% | -1.8% |
| 1Y | -1.0% | +22.0% | -23.0% | -1.8% |
| All | +14.1% | +71.3% | -57.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling