+25.6%
AR vs VLTO
+68.7%
-43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -11.7% | +12.0% | -23.7% | -14.0% |
| 30D | +1.8% | +20.8% | -19.0% | -2.6% |
| 3M | +6.0% | +20.1% | -14.1% | +1.4% |
| 6M | -7.0% | +32.6% | -39.6% | -13.6% |
| YTD | +5.6% | +17.3% | -11.7% | +1.7% |
| 1Y | +10.8% | +17.3% | -6.5% | +6.5% |
| All | +25.6% | +68.7% | -43.1% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling