+36.6%
EXC vs VLTO
+55.4%
-18.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | +7.8% | +18.7% | -10.9% | +5.1% |
| 3M | +1.9% | +21.7% | -19.8% | -1.0% |
| 6M | +3.4% | +35.8% | -32.5% | -0.9% |
| YTD | +7.6% | +18.3% | -10.7% | +4.7% |
| 1Y | +2.1% | +20.9% | -18.8% | -1.1% |
| 3Y | +29.6% | +68.8% | -39.2% | +21.9% |
| All | +36.6% | +55.4% | -18.8% | +28.6% |
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