+49.5%
DOW vs VLTO
+20.4%
+29.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -6.8% | +1.6% | -8.5% | -6.9% |
| 30D | +10.8% | +22.0% | -11.2% | +10.6% |
| 3M | +4.1% | +21.9% | -17.8% | +4.0% |
| 6M | -12.7% | +36.5% | -49.3% | -12.0% |
| YTD | +39.2% | +19.0% | +20.2% | +40.5% |
| 1Y | +49.5% | +21.0% | +28.5% | +50.0% |
| All | +49.5% | +20.4% | +29.1% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling