+545.2%
EAT vs VLTO
+55.4%
+489.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | -2.3% | +18.7% | -21.0% | -9.8% |
| 3M | -19.6% | +21.7% | -41.3% | -26.7% |
| 6M | +46.0% | +35.8% | +10.2% | +25.5% |
| YTD | +37.7% | +18.3% | +19.4% | +25.8% |
| 1Y | +73.8% | +20.9% | +52.9% | +57.1% |
| 3Y | +482.1% | +68.8% | +413.2% | +408.0% |
| All | +545.2% | +55.4% | +489.8% | +469.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling