+22.7%
ET vs VLTO
+18.3%
+4.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -7.9% | +5.4% | -13.3% | -7.7% |
| 30D | -5.9% | +22.3% | -28.2% | -5.6% |
| 3M | -5.2% | +19.6% | -24.9% | -4.9% |
| 6M | +0.3% | +35.2% | -34.9% | +0.6% |
| YTD | +23.1% | +17.9% | +5.2% | +21.9% |
| 1Y | +22.7% | +19.5% | +3.2% | +22.1% |
| All | +22.7% | +18.3% | +4.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling