+243.3%
C vs VLTO
+56.4%
+187.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | +4.2% | +1.0% | +3.2% | +3.8% |
| 30D | +2.0% | +17.5% | -15.5% | -3.7% |
| 3M | -10.1% | +21.4% | -31.5% | -16.3% |
| 6M | +1.0% | +38.1% | -37.1% | -11.5% |
| YTD | +8.5% | +19.0% | -10.6% | +1.5% |
| 1Y | +25.7% | +20.7% | +5.1% | +16.7% |
| 3Y | +216.0% | +64.3% | +151.7% | +170.5% |
| All | +243.3% | +56.4% | +187.0% | +193.3% |
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