+91.4%
D vs VLTO
+54.7%
+36.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +8.5% | +13.8% | -5.3% | +5.5% |
| 30D | +14.3% | +21.2% | -6.9% | +9.8% |
| 3M | +1.8% | +21.5% | -19.7% | -2.4% |
| 6M | +13.0% | +33.0% | -19.9% | +6.3% |
| YTD | +22.7% | +17.8% | +5.0% | +18.3% |
| 1Y | +22.6% | +18.1% | +4.5% | +17.9% |
| 3Y | +84.2% | +67.6% | +16.6% | +68.9% |
| All | +91.4% | +54.7% | +36.7% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling