+75.7%
BBY vs VLTO
+56.4%
+19.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +4.5% | +1.0% | +3.5% | +4.0% |
| 30D | +16.8% | +17.5% | -0.7% | +8.8% |
| 3M | +23.2% | +21.4% | +1.8% | +13.0% |
| 6M | +91.9% | +38.1% | +53.8% | +65.4% |
| YTD | +61.6% | +19.0% | +42.6% | +49.6% |
| 1Y | +43.9% | +20.7% | +23.2% | +31.8% |
| 3Y | +88.6% | +64.3% | +24.4% | +55.7% |
| All | +75.7% | +56.4% | +19.3% | +48.2% |
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 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