+104.7%
BAC vs VLTO
+54.8%
+49.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -1.2% | +5.4% | -6.6% | -2.7% |
| 30D | -7.7% | +22.3% | -30.0% | -13.3% |
| 3M | -21.2% | +19.6% | -40.8% | -25.5% |
| 6M | -6.8% | +35.2% | -42.0% | -16.1% |
| YTD | -8.7% | +17.9% | -26.6% | -13.7% |
| 1Y | -5.3% | +19.5% | -24.8% | -11.1% |
| 3Y | +87.4% | +73.9% | +13.5% | +58.6% |
| All | +104.7% | +54.8% | +49.9% | +75.5% |
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