+34.1%
BKNG vs VLTO
+56.4%
-22.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.3% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | -0.7% | +17.5% | -18.2% | -8.5% |
| 3M | -25.0% | +21.4% | -46.4% | -32.1% |
| 6M | +3.4% | +38.1% | -34.7% | -12.1% |
| YTD | -25.0% | +19.0% | -44.0% | -31.6% |
| 1Y | -20.7% | +20.7% | -41.3% | -28.2% |
| 3Y | +30.9% | +64.3% | -33.3% | +7.0% |
| All | +34.1% | +56.4% | -22.3% | +12.6% |
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