+41.8%
ES vs VLTO
+69.5%
-27.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +1.9% | +5.4% | -3.5% | +0.4% |
| 30D | +7.1% | +22.3% | -15.3% | +1.4% |
| 3M | -1.9% | +19.6% | -21.6% | -6.6% |
| 6M | +4.4% | +35.2% | -30.8% | -3.9% |
| YTD | +7.3% | +17.9% | -10.5% | +2.3% |
| 1Y | +2.1% | +19.5% | -17.4% | -3.3% |
| 3Y | +41.8% | +73.9% | -32.1% | +31.1% |
| All | +41.8% | +69.5% | -27.6% | +31.1% |
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