+41.5%
EW vs VLTO
+54.1%
-12.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +6.8% | +12.0% | -5.2% | +2.9% |
| 30D | +16.6% | +20.8% | -4.3% | +9.6% |
| 3M | +13.3% | +20.1% | -6.8% | +6.7% |
| 6M | +21.6% | +32.6% | -11.0% | +10.5% |
| YTD | +18.3% | +17.3% | +0.9% | +11.8% |
| 1Y | +21.7% | +17.3% | +4.4% | +15.0% |
| 3Y | +50.3% | +66.9% | -16.6% | +28.8% |
| All | +41.5% | +54.1% | -12.7% | +23.4% |
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