+35.4%
BKNG vs VLTO
+55.4%
-19.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | -23.9% | +21.7% | -45.6% | -31.1% |
| 6M | +0.9% | +35.8% | -35.0% | -13.5% |
| YTD | -24.2% | +18.3% | -42.5% | -30.6% |
| 1Y | -21.4% | +20.9% | -42.3% | -28.9% |
| 3Y | +34.2% | +68.8% | -34.7% | +8.6% |
| All | +35.4% | +55.4% | -19.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling