+298.0%
COMP vs VLTO
+56.3%
+241.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.5% |
| 7D | +7.2% | +1.6% | +5.6% | +6.2% |
| 30D | +6.4% | +22.0% | -15.6% | -6.3% |
| 3M | -19.4% | +21.9% | -41.3% | -28.9% |
| 6M | +14.6% | +36.5% | -21.9% | -6.3% |
| YTD | -5.5% | +19.0% | -24.5% | -15.4% |
| 1Y | +13.7% | +21.0% | -7.3% | +0.1% |
| 3Y | +409.7% | +69.9% | +339.8% | +263.0% |
| All | +298.0% | +56.3% | +241.7% | +190.1% |
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