+32.3%
EWZ vs VLTO
+57.1%
-24.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.6% | +1.5% | -0.9% | +0.3% |
| 30D | -25.5% | +20.9% | -46.4% | -28.2% |
| 3M | -4.5% | +21.4% | -25.9% | -8.1% |
| 6M | -15.3% | +37.6% | -52.9% | -20.7% |
| YTD | +3.1% | +19.5% | -16.5% | -0.6% |
| 1Y | +1.2% | +22.0% | -20.8% | -2.9% |
| 3Y | +19.3% | +70.7% | -51.4% | +7.5% |
| All | +32.3% | +57.1% | -24.8% | +20.0% |
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