+16.0%
AGG vs VLTO
+57.1%
-41.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -0.6% |
| 30D | +1.6% | +20.9% | -19.3% | +1.0% |
| 3M | -0.5% | +21.4% | -21.9% | -1.1% |
| 6M | -1.1% | +37.6% | -38.7% | -2.1% |
| YTD | -0.7% | +19.5% | -20.3% | -1.4% |
| 1Y | -0.7% | +22.0% | -22.7% | -1.4% |
| 3Y | +14.5% | +70.7% | -56.2% | +13.5% |
| All | +16.0% | +57.1% | -41.1% | +14.0% |
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