+94.3%
COST vs VLTO
+56.1%
+38.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +2.5% | +2.0% | +0.4% | +2.0% |
| 30D | +12.8% | +21.8% | -9.0% | +7.8% |
| 3M | +12.7% | +20.2% | -7.6% | +7.9% |
| 6M | +6.0% | +36.3% | -30.3% | -1.2% |
| YTD | +24.4% | +18.8% | +5.5% | +19.2% |
| 1Y | +16.2% | +20.4% | -4.2% | +10.9% |
| 3Y | +96.9% | +71.9% | +25.0% | +79.4% |
| All | +94.3% | +56.1% | +38.2% | +76.6% |
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