+108.4%
BB vs VLTO
+56.4%
+52.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.6% |
| 7D | +1.8% | +1.0% | +0.8% | +1.5% |
| 30D | +8.1% | +17.5% | -9.3% | +2.1% |
| 3M | -1.0% | +21.4% | -22.4% | -8.0% |
| 6M | +45.9% | +38.1% | +7.8% | +25.8% |
| YTD | +134.8% | +19.0% | +115.8% | +119.2% |
| 1Y | +104.6% | +20.7% | +83.9% | +88.3% |
| 3Y | +152.8% | +64.3% | +88.6% | +83.8% |
| All | +108.4% | +56.4% | +52.1% | +61.8% |
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