+970.9%
ALM vs VLTO
+54.8%
+916.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.2% |
| 7D | -6.7% | +5.4% | -12.1% | -5.8% |
| 30D | -32.9% | +22.3% | -55.2% | -30.7% |
| 3M | -39.5% | +19.6% | -59.1% | -37.7% |
| 6M | -62.0% | +35.2% | -97.1% | -60.3% |
| YTD | -7.8% | +17.9% | -25.7% | -4.9% |
| 1Y | +26.7% | +19.5% | +7.2% | +30.7% |
| 3Y | +825.4% | +73.9% | +751.4% | +1,180.0% |
| All | +970.9% | +54.8% | +916.0% | +1,127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling