+44.7%
BP vs VLTO
+54.1%
-9.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -11.2% | +12.0% | -23.2% | -12.2% |
| 30D | -0.7% | +20.8% | -21.5% | -2.6% |
| 3M | +9.8% | +20.1% | -10.3% | +7.7% |
| 6M | -1.6% | +32.6% | -34.2% | -5.0% |
| YTD | +33.5% | +17.3% | +16.2% | +31.5% |
| 1Y | +31.7% | +17.3% | +14.4% | +29.7% |
| 3Y | +45.1% | +66.9% | -21.8% | +35.6% |
| All | +44.7% | +54.1% | -9.4% | +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