+13.7%
BIL vs VLTO
+54.1%
-40.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +12.0% | -12.3% | -0.3% |
| 30D | 0.0% | +20.8% | -20.9% | 0.0% |
| 3M | +0.3% | +20.1% | -19.8% | +0.3% |
| 6M | +1.2% | +32.6% | -31.4% | +1.2% |
| YTD | +2.4% | +17.3% | -14.9% | +2.4% |
| 1Y | +3.0% | +17.3% | -14.3% | +3.0% |
| 3Y | +13.1% | +66.9% | -53.8% | +13.2% |
| All | +13.7% | +54.1% | -40.5% | +13.7% |
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