-18.9%
EXE vs VLTO
+18.3%
-37.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | -4.7% | +13.8% | -18.5% | -3.7% |
| 30D | +1.0% | +21.2% | -20.2% | +2.6% |
| 3M | -5.6% | +21.5% | -27.1% | -4.1% |
| 6M | -12.3% | +33.0% | -45.3% | -10.4% |
| YTD | -19.5% | +17.8% | -37.3% | -19.8% |
| 1Y | -18.9% | +18.1% | -37.0% | -18.5% |
| All | -18.9% | +18.3% | -37.2% | -18.5% |
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 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