-31.2%
DOW vs VLTO
+26.2%
-57.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -2.9% | -1.6% | -1.4% | -2.3% |
| 30D | +2.0% | -2.9% | +4.8% | +3.0% |
| 3M | -12.5% | +12.7% | -25.2% | -17.0% |
| 6M | -9.2% | +1.6% | -10.8% | -10.1% |
| YTD | +30.8% | -4.0% | +34.7% | +32.5% |
| 1Y | +29.4% | -10.2% | +39.6% | +35.9% |
| All | -31.2% | +26.2% | -57.4% | -36.2% |
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