+6.9%
ES vs VLTO
+32.7%
-25.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.9% | +12.0% | -6.1% | +2.1% |
| 30D | +10.2% | +20.8% | -10.6% | +3.8% |
| 3M | +0.4% | +20.1% | -19.7% | -5.3% |
| 6M | +6.9% | +32.6% | -25.8% | -2.9% |
| All | +6.9% | +32.7% | -25.9% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling