+8.0%
EXE vs VLTO
+69.5%
-61.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -6.6% | +5.4% | -12.0% | -7.1% |
| 30D | -4.0% | +22.3% | -26.3% | -6.2% |
| 3M | -7.5% | +19.6% | -27.1% | -9.3% |
| 6M | -11.7% | +35.2% | -46.8% | -15.0% |
| YTD | -22.0% | +17.9% | -39.8% | -23.5% |
| 1Y | -21.8% | +19.5% | -41.3% | -23.6% |
| 3Y | +8.0% | +73.9% | -65.9% | -4.0% |
| All | +8.0% | +69.5% | -61.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling