+45.0%
EQT vs VLTO
+26.2%
+18.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.8% | -1.6% | +0.7% | -0.6% |
| 30D | +6.6% | -2.9% | +9.5% | +7.2% |
| 3M | +4.4% | +12.7% | -8.3% | +1.6% |
| 6M | -10.5% | +1.6% | -12.1% | -10.9% |
| YTD | +3.7% | -4.0% | +7.7% | +4.4% |
| 1Y | +9.9% | -10.2% | +20.0% | +12.7% |
| All | +45.0% | +26.2% | +18.9% | +31.7% |
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