+35.7%
AWK vs VLTO
+56.4%
-20.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +14.3% | +17.5% | -3.2% | +9.6% |
| 3M | +10.3% | +21.4% | -11.1% | +4.9% |
| 6M | +18.9% | +38.1% | -19.2% | +9.9% |
| YTD | +17.7% | +19.0% | -1.3% | +12.2% |
| 1Y | +16.9% | +20.7% | -3.8% | +10.9% |
| 3Y | +32.2% | +64.3% | -32.1% | +16.4% |
| All | +35.7% | +56.4% | -20.7% | +19.2% |
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