+114.1%
BB vs VLTO
+56.3%
+57.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +11.6% | +1.6% | +10.0% | +11.1% |
| 30D | +2.6% | +22.0% | -19.4% | -4.6% |
| 3M | +3.5% | +21.9% | -18.4% | -3.9% |
| 6M | +43.5% | +36.5% | +7.0% | +24.5% |
| YTD | +141.2% | +19.0% | +122.2% | +125.1% |
| 1Y | +97.4% | +21.0% | +76.4% | +81.3% |
| 3Y | +151.1% | +69.9% | +81.2% | +77.1% |
| All | +114.1% | +56.3% | +57.7% | +66.2% |
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