+62.1%
AR vs VLTO
+56.4%
+5.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | +5.8% | +17.5% | -11.7% | +2.2% |
| 3M | +5.2% | +21.4% | -16.2% | +0.9% |
| 6M | +5.4% | +38.1% | -32.7% | -2.4% |
| YTD | +12.4% | +19.0% | -6.6% | +8.3% |
| 1Y | +12.8% | +20.7% | -7.8% | +7.8% |
| 3Y | +47.2% | +64.3% | -17.1% | +28.7% |
| All | +62.1% | +56.4% | +5.7% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling