+36.7%
EXC vs VLTO
+56.1%
-19.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -1.7% | +2.0% | -3.8% | -2.0% |
| 30D | +9.3% | +21.8% | -12.5% | +6.3% |
| 3M | +1.0% | +20.2% | -19.2% | -1.6% |
| 6M | +5.9% | +36.3% | -30.4% | +1.6% |
| YTD | +7.6% | +18.8% | -11.2% | +4.6% |
| 1Y | +2.4% | +20.4% | -18.0% | -0.7% |
| 3Y | +30.2% | +71.9% | -41.7% | +22.2% |
| All | +36.7% | +56.1% | -19.5% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling