+87.6%
D vs VLTO
+56.3%
+31.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | +10.9% | +22.0% | -11.0% | +6.4% |
| 3M | +2.8% | +21.9% | -19.0% | -1.4% |
| 6M | +12.7% | +36.5% | -23.8% | +5.4% |
| YTD | +20.3% | +19.0% | +1.3% | +15.7% |
| 1Y | +17.1% | +21.0% | -3.9% | +11.9% |
| 3Y | +75.1% | +69.9% | +5.3% | +60.1% |
| All | +87.6% | +56.3% | +31.3% | +74.3% |
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