-20.0%
DOW vs VLTO
+69.5%
-89.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.3% |
| 30D | +16.3% | +18.7% | -2.4% | +8.4% |
| 3M | +9.7% | +21.7% | -12.0% | +1.2% |
| 6M | -14.1% | +35.8% | -49.9% | -24.7% |
| YTD | +46.6% | +18.3% | +28.3% | +36.8% |
| 1Y | +56.8% | +20.9% | +35.9% | +43.8% |
| All | -20.0% | +69.5% | -89.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling