+88.3%
D vs VLTO
+54.8%
+33.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +3.0% | +5.4% | -2.4% | +1.8% |
| 30D | +11.5% | +22.3% | -10.8% | +6.9% |
| 3M | +3.7% | +19.6% | -15.9% | -0.2% |
| 6M | +13.5% | +35.2% | -21.6% | +6.4% |
| YTD | +20.7% | +17.9% | +2.9% | +16.3% |
| 1Y | +18.2% | +19.5% | -1.3% | +13.3% |
| 3Y | +73.3% | +73.9% | -0.6% | +57.8% |
| All | +88.3% | +54.8% | +33.4% | +75.2% |
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 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