+651.6%
EAT vs VLTO
+27.2%
+624.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +1.0% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +68.7% | +13.8% | +54.8% | +57.4% |
| 6M | +66.9% | +2.0% | +64.9% | +64.0% |
| YTD | +60.4% | -3.2% | +63.6% | +60.8% |
| 1Y | +44.0% | -9.2% | +53.2% | +48.2% |
| All | +651.6% | +27.2% | +624.4% | +627.9% |
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