+134.9%
AS vs VLTO
+54.5%
+80.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +6.9% | +5.4% | +1.5% | +3.7% |
| 30D | +16.0% | +22.3% | -6.3% | +2.7% |
| 3M | -12.8% | +19.6% | -32.5% | -21.9% |
| 6M | -15.4% | +35.2% | -50.5% | -30.1% |
| YTD | -15.7% | +17.9% | -33.6% | -23.8% |
| 1Y | +6.1% | +19.5% | -13.5% | -5.7% |
| All | +134.9% | +54.5% | +80.3% | +83.4% |
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