+86.6%
ET vs VLTO
+55.4%
+31.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | -3.5% | +18.7% | -22.1% | -6.3% |
| 3M | -5.6% | +21.7% | -27.3% | -8.9% |
| 6M | +0.5% | +35.8% | -35.3% | -5.3% |
| YTD | +26.3% | +18.3% | +8.1% | +22.4% |
| 1Y | +25.7% | +20.9% | +4.8% | +20.9% |
| 3Y | +85.1% | +68.8% | +16.2% | +69.9% |
| All | +86.6% | +55.4% | +31.2% | +69.7% |
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