+32.9%
COP vs VLTO
+57.1%
-24.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | +0.2% | +20.9% | -20.7% | -2.5% |
| 3M | +10.2% | +21.4% | -11.2% | +7.2% |
| 6M | +20.1% | +37.6% | -17.5% | +14.1% |
| YTD | +50.5% | +19.5% | +31.0% | +46.8% |
| 1Y | +56.8% | +22.0% | +34.8% | +52.0% |
| 3Y | +30.3% | +70.7% | -40.4% | +21.4% |
| All | +32.9% | +57.1% | -24.2% | +20.8% |
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