+2.7%
EWZ vs VLTO
+20.4%
-17.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | -26.2% | +22.0% | -48.1% | -27.4% |
| 3M | -8.6% | +21.9% | -30.5% | -10.3% |
| 6M | -17.0% | +36.5% | -53.5% | -19.5% |
| YTD | +2.2% | +19.0% | -16.8% | +1.0% |
| 1Y | +2.7% | +21.0% | -18.3% | +1.3% |
| All | +2.7% | +20.4% | -17.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling