+537.1%
EAT vs VLTO
+56.3%
+480.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -5.9% | +1.6% | -7.5% | -6.6% |
| 30D | +0.7% | +22.0% | -21.3% | -8.2% |
| 3M | -14.2% | +21.9% | -36.1% | -21.9% |
| 6M | +40.7% | +36.5% | +4.2% | +20.7% |
| YTD | +36.0% | +19.0% | +17.0% | +23.9% |
| 1Y | +83.1% | +21.0% | +62.1% | +65.4% |
| 3Y | +474.8% | +69.9% | +404.9% | +400.3% |
| All | +537.1% | +56.3% | +480.8% | +460.8% |
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 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