+16.4%
AGG vs VLTO
+26.2%
-9.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | -0.4% | -2.9% | +2.5% | -0.3% |
| 3M | -0.3% | +12.7% | -12.9% | -0.6% |
| 6M | -1.2% | +1.6% | -2.8% | -1.3% |
| YTD | -0.4% | -4.0% | +3.6% | -0.3% |
| 1Y | +0.4% | -10.2% | +10.6% | +0.7% |
| All | +16.4% | +26.2% | -9.7% | +15.3% |
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