+32.3%
BKNG vs VLTO
+69.5%
-37.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -4.5% | +0.8% | -5.3% | -4.9% |
| 30D | +2.3% | +18.7% | -16.3% | -6.5% |
| 3M | -23.9% | +21.7% | -45.6% | -31.3% |
| 6M | +0.9% | +35.8% | -35.0% | -13.9% |
| YTD | -24.2% | +18.3% | -42.5% | -30.8% |
| 1Y | -21.4% | +20.9% | -42.3% | -29.1% |
| All | +32.3% | +69.5% | -37.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling