+334.9%
COMP vs VLTO
+68.7%
+266.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -7.9% |
| 7D | -1.8% | +12.0% | -13.8% | -8.7% |
| 30D | -0.8% | +20.8% | -21.6% | -12.2% |
| 3M | -28.1% | +20.1% | -48.3% | -36.1% |
| 6M | +27.0% | +32.6% | -5.6% | +5.2% |
| YTD | -12.8% | +17.3% | -30.1% | -21.2% |
| 1Y | +4.9% | +17.3% | -12.4% | -5.7% |
| All | +334.9% | +68.7% | +266.2% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling