+218.1%
B vs VLTO
+56.1%
+162.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +11.3% | +2.0% | +9.3% | +11.0% |
| 30D | +2.9% | +21.8% | -18.9% | +0.1% |
| 3M | -2.9% | +20.2% | -23.1% | -5.4% |
| 6M | -1.2% | +36.3% | -37.5% | -5.7% |
| YTD | -1.3% | +18.8% | -20.2% | -3.8% |
| 1Y | +30.4% | +20.4% | +10.0% | +26.7% |
| 3Y | +195.3% | +71.9% | +123.4% | +186.3% |
| All | +218.1% | +56.1% | +162.0% | +203.9% |
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