+44.3%
BP vs VLTO
+56.3%
-12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.3% | +1.6% | -7.9% | -6.5% |
| 30D | -3.6% | +22.0% | -25.6% | -5.5% |
| 3M | +5.2% | +21.9% | -16.6% | +3.1% |
| 6M | +5.3% | +36.5% | -31.2% | +1.3% |
| YTD | +33.1% | +19.0% | +14.1% | +31.0% |
| 1Y | +26.3% | +21.0% | +5.3% | +23.7% |
| 3Y | +47.5% | +69.9% | -22.4% | +37.5% |
| All | +44.3% | +56.3% | -12.0% | +33.3% |
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 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