+16.4%
EXE vs VLTO
+56.3%
-39.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.4% |
| 30D | -0.3% | +22.0% | -22.3% | -2.7% |
| 3M | -9.3% | +21.9% | -31.2% | -11.5% |
| 6M | -7.2% | +36.5% | -43.7% | -11.0% |
| YTD | -18.9% | +19.0% | -37.9% | -20.7% |
| 1Y | -21.7% | +21.0% | -42.7% | -23.7% |
| 3Y | +21.0% | +69.9% | -48.9% | +10.2% |
| All | +16.4% | +56.3% | -39.9% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling