+13.8%
EXE vs VLTO
+56.1%
-42.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.9% | +2.0% | -6.0% | -4.1% |
| 30D | -2.6% | +21.8% | -24.4% | -4.8% |
| 3M | -6.9% | +20.2% | -27.1% | -8.9% |
| 6M | -9.3% | +36.3% | -45.7% | -13.0% |
| YTD | -20.7% | +18.8% | -39.6% | -22.5% |
| 1Y | -21.8% | +20.4% | -42.2% | -23.8% |
| 3Y | +16.2% | +71.9% | -55.7% | +5.8% |
| All | +13.8% | +56.1% | -42.3% | +4.4% |
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