+29.6%
AZO vs VLTO
+57.1%
-27.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -2.6% | +1.5% | -4.1% | -3.0% |
| 30D | +11.7% | +20.9% | -9.3% | +6.0% |
| 3M | +6.4% | +21.4% | -15.0% | +0.8% |
| 6M | -5.5% | +37.6% | -43.1% | -13.3% |
| YTD | -4.5% | +19.5% | -24.1% | -9.8% |
| 1Y | -13.8% | +22.0% | -35.8% | -18.9% |
| 3Y | +19.8% | +70.7% | -50.9% | +6.5% |
| All | +29.6% | +57.1% | -27.4% | +16.4% |
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 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