+643.2%
GEV vs VLTO
+7.8%
+635.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +8.1% | -1.6% | +9.7% | +8.5% |
| 30D | -1.9% | -2.9% | +0.9% | -1.2% |
| 3M | +4.1% | +12.7% | -8.6% | -1.3% |
| 6M | +23.2% | +1.6% | +21.6% | +22.2% |
| YTD | +48.9% | -4.0% | +52.9% | +51.0% |
| 1Y | +62.2% | -10.2% | +72.4% | +70.8% |
| All | +643.2% | +7.8% | +635.4% | +553.0% |
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 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