-27.0%
DOW vs VLTO
+54.8%
-81.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -9.5% | +5.4% | -14.9% | -11.3% |
| 30D | +13.1% | +22.3% | -9.2% | +4.7% |
| 3M | +4.8% | +19.6% | -14.8% | -2.2% |
| 6M | -16.7% | +35.2% | -51.8% | -26.2% |
| YTD | +38.9% | +17.9% | +21.0% | +30.1% |
| 1Y | +48.3% | +19.5% | +28.8% | +37.4% |
| 3Y | -24.4% | +73.9% | -98.3% | -36.8% |
| All | -27.0% | +54.8% | -81.8% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling