-15.8%
EL vs VLTO
+56.3%
-72.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +7.6% | +1.6% | +6.0% | +6.6% |
| 30D | +15.7% | +22.0% | -6.3% | +1.9% |
| 3M | +30.5% | +21.9% | +8.6% | +15.2% |
| 6M | +32.5% | +36.5% | -4.0% | +8.7% |
| YTD | +9.4% | +19.0% | -9.5% | -2.5% |
| 1Y | +28.4% | +21.0% | +7.4% | +12.5% |
| 3Y | +4.4% | +69.9% | -65.4% | -25.7% |
| All | -15.8% | +56.3% | -72.1% | -35.9% |
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 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