+111.3%
BAC vs VLTO
+56.4%
+55.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | -0.7% | +17.5% | -18.2% | -5.6% |
| 3M | -20.0% | +21.4% | -41.4% | -24.8% |
| 6M | +3.4% | +38.1% | -34.7% | -7.5% |
| YTD | -5.7% | +19.0% | -24.8% | -11.1% |
| 1Y | -1.4% | +20.7% | -22.1% | -7.7% |
| 3Y | +97.9% | +64.3% | +33.6% | +69.4% |
| All | +111.3% | +56.4% | +55.0% | +80.6% |
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