+46.9%
ES vs VLTO
+56.4%
-9.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | +7.6% | +17.5% | -9.9% | +3.2% |
| 3M | +0.5% | +21.4% | -20.9% | -4.5% |
| 6M | +7.6% | +38.1% | -30.5% | -1.0% |
| YTD | +10.2% | +19.0% | -8.8% | +4.9% |
| 1Y | +1.8% | +20.7% | -18.8% | -3.6% |
| 3Y | +55.4% | +64.3% | -8.9% | +40.1% |
| All | +46.9% | +56.4% | -9.5% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling