+229.6%
C vs VLTO
+54.8%
+174.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.4% | +5.4% | -7.8% | -4.1% |
| 30D | -6.0% | +22.3% | -28.3% | -12.6% |
| 3M | -10.5% | +19.6% | -30.2% | -16.3% |
| 6M | -5.7% | +35.2% | -40.9% | -16.6% |
| YTD | +4.1% | +17.9% | -13.7% | -2.2% |
| 1Y | +20.5% | +19.5% | +1.0% | +12.2% |
| 3Y | +208.1% | +73.9% | +134.2% | +160.0% |
| All | +229.6% | +54.8% | +174.8% | +182.5% |
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 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