+26.2%
F vs VLTO
+54.1%
-27.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | +12.0% | -10.6% | -2.9% |
| 30D | +2.0% | +20.8% | -18.8% | -5.0% |
| 3M | -10.4% | +20.1% | -30.5% | -16.4% |
| 6M | +9.7% | +32.6% | -22.9% | -1.8% |
| YTD | -1.2% | +17.3% | -18.5% | -6.9% |
| 1Y | 0.0% | +17.3% | -17.3% | -5.9% |
| 3Y | +41.1% | +66.9% | -25.8% | +10.2% |
| All | +26.2% | +54.1% | -27.9% | +1.7% |
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