+133.7%
AS vs VLTO
+53.8%
+79.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +7.1% | +12.0% | -4.9% | +0.1% |
| 30D | +12.8% | +20.8% | -8.0% | +0.6% |
| 3M | -14.7% | +20.1% | -34.8% | -23.8% |
| 6M | -9.9% | +32.6% | -42.6% | -24.7% |
| YTD | -16.1% | +17.3% | -33.5% | -24.0% |
| 1Y | +0.2% | +17.3% | -17.1% | -9.7% |
| All | +133.7% | +53.8% | +79.9% | +83.0% |
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