+41.8%
BP vs VLTO
+27.2%
+14.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +3.9% | -2.3% | +6.2% | +4.2% |
| 30D | +7.6% | -0.9% | +8.5% | +7.7% |
| 3M | +0.7% | +13.8% | -13.1% | -1.5% |
| 6M | +15.5% | +2.0% | +13.5% | +15.1% |
| YTD | +30.8% | -3.2% | +34.0% | +31.5% |
| 1Y | +34.3% | -9.2% | +43.5% | +36.8% |
| All | +41.8% | +27.2% | +14.6% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling