+102.9%
ET vs VLTO
+27.2%
+75.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | +7.5% | -0.9% | +8.3% | +7.6% |
| 3M | +11.4% | +13.8% | -2.4% | +8.3% |
| 6M | +18.5% | +2.0% | +16.5% | +17.9% |
| YTD | +37.4% | -3.2% | +40.6% | +38.0% |
| 1Y | +30.9% | -9.2% | +40.1% | +33.6% |
| All | +102.9% | +27.2% | +75.7% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling