+76.2%
DD vs VLTO
+56.4%
+19.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.0% | +1.0% | +4.0% | +4.5% |
| 30D | +19.7% | +17.5% | +2.2% | +11.5% |
| 3M | +7.2% | +21.4% | -14.2% | -1.7% |
| 6M | +1.0% | +38.1% | -37.1% | -13.3% |
| YTD | +29.1% | +19.0% | +10.1% | +19.1% |
| 1Y | +28.5% | +20.7% | +7.8% | +17.1% |
| 3Y | +89.4% | +64.3% | +25.2% | +51.8% |
| All | +76.2% | +56.4% | +19.8% | +43.6% |
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 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