+44.2%
BP vs VLTO
+69.5%
-25.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | -11.6% | +5.4% | -17.0% | -12.1% |
| 30D | 0.0% | +22.3% | -22.3% | -2.2% |
| 3M | +6.7% | +19.6% | -12.9% | +4.5% |
| 6M | +2.2% | +35.2% | -33.0% | -2.1% |
| YTD | +33.0% | +17.9% | +15.1% | +30.7% |
| 1Y | +30.7% | +19.5% | +11.2% | +27.9% |
| 3Y | +44.2% | +73.9% | -29.7% | +26.1% |
| All | +44.2% | +69.5% | -25.3% | +26.1% |
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 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