+13.5%
BR vs VLTO
+56.3%
-42.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.0% | +1.6% | +3.4% | +4.2% |
| 30D | +16.6% | +22.0% | -5.3% | +6.1% |
| 3M | +12.0% | +21.9% | -9.9% | +1.9% |
| 6M | +30.7% | +36.5% | -5.8% | +13.2% |
| YTD | -11.9% | +19.0% | -30.9% | -19.4% |
| 1Y | -11.6% | +21.0% | -32.5% | -19.7% |
| 3Y | +15.0% | +69.9% | -54.9% | -4.5% |
| All | +13.5% | +56.3% | -42.8% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling