+26.1%
F vs VLTO
+56.1%
-30.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -0.6% | +2.0% | -2.7% | -1.4% |
| 30D | +2.9% | +21.8% | -18.9% | -4.5% |
| 3M | -9.5% | +20.2% | -29.7% | -15.6% |
| 6M | +4.0% | +36.3% | -32.3% | -7.9% |
| YTD | -1.3% | +18.8% | -20.1% | -7.4% |
| 1Y | -1.9% | +20.4% | -22.3% | -8.8% |
| 3Y | +53.5% | +71.9% | -18.4% | +18.3% |
| All | +26.1% | +56.1% | -30.0% | +1.1% |
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