-18.8%
COO vs VLTO
+56.1%
-74.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +4.3% | +2.0% | +2.3% | +3.4% |
| 30D | +17.6% | +21.8% | -4.2% | +7.7% |
| 3M | -13.9% | +20.2% | -34.1% | -20.7% |
| 6M | +6.6% | +36.3% | -29.8% | -7.2% |
| YTD | -22.0% | +18.8% | -40.8% | -28.3% |
| 1Y | -8.8% | +20.4% | -29.2% | -16.7% |
| 3Y | -21.5% | +71.9% | -93.4% | -34.1% |
| All | -18.8% | +56.1% | -74.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling