+574.4%
EAT vs VLTO
+54.8%
+519.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | -2.6% | +5.4% | -8.0% | -4.9% |
| 30D | +11.5% | +22.3% | -10.8% | +1.5% |
| 3M | -9.1% | +19.6% | -28.7% | -16.6% |
| 6M | +40.4% | +35.2% | +5.3% | +21.0% |
| YTD | +43.9% | +17.9% | +26.1% | +31.7% |
| 1Y | +101.9% | +19.5% | +82.4% | +83.4% |
| 3Y | +489.9% | +73.9% | +415.9% | +416.1% |
| All | +574.4% | +54.8% | +519.6% | +496.1% |
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 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