-21.0%
COO vs VLTO
+55.4%
-76.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +13.9% | +18.7% | -4.8% | +5.5% |
| 3M | -18.9% | +21.7% | -40.7% | -25.7% |
| 6M | +3.7% | +35.8% | -32.1% | -9.5% |
| YTD | -24.1% | +18.3% | -42.4% | -30.1% |
| 1Y | -14.2% | +20.9% | -35.1% | -21.8% |
| 3Y | -24.5% | +68.8% | -93.3% | -36.3% |
| All | -21.0% | +55.4% | -76.4% | -32.9% |
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