-24.4%
BAX vs VLTO
+56.1%
-80.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +9.0% | +2.0% | +7.0% | +8.1% |
| 30D | +8.5% | +21.8% | -13.3% | -1.1% |
| 3M | -4.1% | +20.2% | -24.3% | -12.1% |
| 6M | +46.9% | +36.3% | +10.6% | +26.6% |
| YTD | +38.4% | +18.8% | +19.6% | +26.9% |
| 1Y | +47.0% | +20.4% | +26.6% | +33.7% |
| 3Y | -14.9% | +71.9% | -86.8% | -27.9% |
| All | -24.4% | +56.1% | -80.6% | -36.6% |
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 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