+170.6%
ETR vs VLTO
+56.3%
+114.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.6% | +1.6% | +0.9% | +2.3% |
| 30D | +8.7% | +22.0% | -13.3% | +5.7% |
| 3M | +6.4% | +21.9% | -15.5% | +3.4% |
| 6M | +0.7% | +36.5% | -35.8% | -3.8% |
| YTD | +23.0% | +19.0% | +4.1% | +19.9% |
| 1Y | +17.9% | +21.0% | -3.1% | +14.4% |
| 3Y | +154.9% | +69.9% | +85.0% | +142.8% |
| All | +170.6% | +56.3% | +114.3% | +158.6% |
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