+71.8%
CME vs VLTO
+54.1%
+17.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.7% | +12.0% | -8.4% | +2.4% |
| 30D | +13.7% | +20.8% | -7.1% | +11.6% |
| 3M | +16.6% | +20.1% | -3.5% | +14.5% |
| 6M | +8.2% | +32.6% | -24.4% | +5.4% |
| YTD | +16.3% | +17.3% | -1.0% | +14.3% |
| 1Y | +19.1% | +17.3% | +1.8% | +17.0% |
| 3Y | +67.4% | +66.9% | +0.4% | +58.5% |
| All | +71.8% | +54.1% | +17.7% | +64.2% |
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