+29.3%
BG vs VLTO
+26.2%
+3.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +2.4% | -1.6% | +3.9% | +2.6% |
| 30D | +15.0% | -2.9% | +17.9% | +15.5% |
| 3M | -0.7% | +12.7% | -13.3% | -2.9% |
| 6M | +7.5% | +1.6% | +5.9% | +7.0% |
| YTD | +41.6% | -4.0% | +45.6% | +42.4% |
| 1Y | +50.7% | -10.2% | +60.8% | +53.6% |
| All | +29.3% | +26.2% | +3.2% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling