+46.1%
ES vs VLTO
+68.7%
-22.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.9% | +12.0% | -6.1% | +2.7% |
| 30D | +10.2% | +20.8% | -10.6% | +4.7% |
| 3M | +0.4% | +20.1% | -19.7% | -4.5% |
| 6M | +6.9% | +32.6% | -25.8% | -1.1% |
| YTD | +10.5% | +17.3% | -6.8% | +5.4% |
| 1Y | +3.2% | +17.3% | -14.1% | -1.7% |
| All | +46.1% | +68.7% | -22.6% | +35.2% |
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 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