+25.0%
ET vs VLTO
+21.6%
+3.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.8% |
| 30D | -3.0% | +20.9% | -23.9% | -2.6% |
| 3M | -4.7% | +21.4% | -26.1% | -4.3% |
| 6M | +2.7% | +37.6% | -34.9% | +3.0% |
| YTD | +26.5% | +19.5% | +7.0% | +25.3% |
| 1Y | +25.0% | +22.0% | +2.9% | +24.2% |
| All | +25.0% | +21.6% | +3.4% | +24.2% |
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 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