+43.3%
EW vs VLTO
+54.8%
-11.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +11.0% | +5.4% | +5.6% | +9.2% |
| 30D | +19.1% | +22.3% | -3.2% | +11.5% |
| 3M | +14.4% | +19.6% | -5.3% | +7.8% |
| 6M | +22.8% | +35.2% | -12.4% | +10.9% |
| YTD | +19.8% | +17.9% | +2.0% | +13.1% |
| 1Y | +23.9% | +19.5% | +4.4% | +16.4% |
| 3Y | +52.2% | +73.9% | -21.7% | +28.9% |
| All | +43.3% | +54.8% | -11.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling