+677.4%
AU vs VLTO
+26.2%
+651.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +12.8% | -2.9% | +15.6% | +13.2% |
| 3M | +28.5% | +12.7% | +15.8% | +26.2% |
| 6M | +4.8% | +1.6% | +3.2% | +4.5% |
| YTD | +31.0% | -4.0% | +34.9% | +31.2% |
| 1Y | +81.4% | -10.2% | +91.6% | +83.5% |
| All | +677.4% | +26.2% | +651.3% | +668.2% |
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