-24.2%
COO vs VLTO
+70.6%
-94.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | +14.2% | +17.5% | -3.3% | +5.6% |
| 3M | -18.2% | +21.4% | -39.6% | -25.5% |
| 6M | +5.3% | +38.1% | -32.8% | -9.8% |
| YTD | -23.6% | +19.0% | -42.6% | -30.2% |
| 1Y | -12.7% | +20.7% | -33.3% | -20.9% |
| 3Y | -24.2% | +64.3% | -88.5% | -37.0% |
| All | -24.2% | +70.6% | -94.8% | -37.0% |
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