+3.2%
EL vs VLTO
+69.5%
-66.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.0% |
| 7D | +0.8% | +5.4% | -4.6% | -2.4% |
| 30D | +16.5% | +22.3% | -5.8% | +3.1% |
| 3M | +29.2% | +19.6% | +9.6% | +16.0% |
| 6M | +27.9% | +35.2% | -7.2% | +6.7% |
| YTD | +6.2% | +17.9% | -11.7% | -4.3% |
| 1Y | +27.2% | +19.5% | +7.6% | +13.1% |
| 3Y | +3.2% | +73.9% | -70.7% | -13.3% |
| All | +3.2% | +69.5% | -66.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling