+69.7%
EWJ vs VLTO
+56.3%
+13.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -7.6% | +22.0% | -29.6% | -10.7% |
| 3M | -5.9% | +21.9% | -27.8% | -9.1% |
| 6M | -1.5% | +36.5% | -38.0% | -7.3% |
| YTD | +12.6% | +19.0% | -6.4% | +9.2% |
| 1Y | +12.7% | +21.0% | -8.3% | +8.7% |
| 3Y | +63.1% | +69.9% | -6.8% | +52.2% |
| All | +69.7% | +56.3% | +13.4% | +58.7% |
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