+48.0%
BAX vs VLTO
+18.3%
+29.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +4.1% | +13.8% | -9.7% | -0.8% |
| 30D | +9.4% | +21.2% | -11.8% | +1.7% |
| 3M | -6.5% | +21.5% | -28.0% | -13.2% |
| 6M | +59.6% | +33.0% | +26.6% | +41.9% |
| YTD | +38.9% | +17.8% | +21.1% | +29.2% |
| 1Y | +48.0% | +18.1% | +29.9% | +37.3% |
| All | +48.0% | +18.3% | +29.7% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling