+10.6%
AR vs VLTO
+18.3%
-7.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -14.3% | +5.4% | -19.7% | -13.5% |
| 30D | +1.4% | +22.3% | -20.9% | +4.6% |
| 3M | +3.4% | +19.6% | -16.2% | +6.3% |
| 6M | -2.1% | +35.2% | -37.2% | +2.8% |
| YTD | +4.7% | +17.9% | -13.2% | +6.7% |
| 1Y | +10.6% | +19.5% | -8.9% | +13.8% |
| All | +10.6% | +18.3% | -7.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling