+147.6%
ALL vs VLTO
+27.2%
+120.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | +23.6% | +13.8% | +9.8% | +20.2% |
| 6M | +22.3% | +2.0% | +20.3% | +21.6% |
| YTD | +26.5% | -3.2% | +29.7% | +27.1% |
| 1Y | +27.0% | -9.2% | +36.2% | +29.6% |
| All | +147.6% | +27.2% | +120.4% | +148.8% |
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