+42.3%
ES vs VLTO
+56.1%
-13.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.1% | +2.0% | -2.1% | -0.6% |
| 30D | +5.7% | +21.8% | -16.1% | +0.5% |
| 3M | -2.8% | +20.2% | -23.0% | -7.4% |
| 6M | +7.0% | +36.3% | -29.4% | -1.3% |
| YTD | +6.8% | +18.8% | -12.1% | +1.7% |
| 1Y | -0.5% | +20.4% | -20.9% | -5.7% |
| 3Y | +47.2% | +71.9% | -24.7% | +32.1% |
| All | +42.3% | +56.1% | -13.9% | +29.2% |
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