-31.6%
BR vs VLTO
-10.6%
-21.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -5.0% | -2.6% | -2.5% | -3.7% |
| 30D | -2.5% | -2.5% | 0.0% | -1.2% |
| 3M | +13.5% | +10.1% | +3.4% | +9.0% |
| 6M | -9.4% | +1.0% | -10.4% | -10.4% |
| YTD | -23.3% | -4.8% | -18.5% | -22.0% |
| 1Y | -31.6% | -9.3% | -22.3% | -28.5% |
| All | -31.6% | -10.6% | -21.0% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling