+29.4%
DOW vs VLTO
-9.1%
+38.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | -2.9% | -1.6% | -1.4% | -2.8% |
| 30D | +2.0% | -2.9% | +4.8% | +2.1% |
| 3M | -12.5% | +12.7% | -25.2% | -13.1% |
| 6M | -9.2% | +1.6% | -10.8% | -8.4% |
| YTD | +30.8% | -4.0% | +34.7% | +34.0% |
| 1Y | +29.4% | -10.2% | +39.6% | +43.8% |
| All | +29.4% | -9.1% | +38.5% | +43.8% |
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