-7.3%
COST vs VLTO
-10.6%
+3.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.4% |
| 30D | -5.3% | -2.5% | -2.8% | -4.9% |
| 3M | -6.7% | +10.1% | -16.8% | -7.6% |
| 6M | -9.9% | +1.0% | -10.9% | -10.3% |
| YTD | +5.1% | -4.8% | +9.9% | +5.6% |
| 1Y | -7.3% | -9.3% | +2.0% | -6.5% |
| All | -7.3% | -10.6% | +3.3% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling