+27.6%
F vs VLTO
+54.7%
-27.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +6.0% | +13.8% | -7.8% | +1.0% |
| 30D | +4.3% | +21.2% | -16.9% | -3.1% |
| 3M | -10.1% | +21.5% | -31.6% | -16.5% |
| 6M | +12.8% | +33.0% | -20.2% | +0.8% |
| YTD | -0.1% | +17.8% | -17.9% | -6.0% |
| 1Y | +3.7% | +18.1% | -14.4% | -2.8% |
| 3Y | +42.7% | +67.6% | -24.9% | +11.2% |
| All | +27.6% | +54.7% | -27.1% | +2.6% |
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