+534.9%
GEV vs VLTO
+33.4%
+501.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +7.0% |
| 7D | -3.8% | +2.0% | -5.9% | -4.1% |
| 30D | -17.4% | +21.8% | -39.2% | -20.7% |
| 3M | -16.2% | +20.2% | -36.4% | -19.3% |
| 6M | -20.2% | +36.3% | -56.5% | -27.0% |
| YTD | +27.2% | +18.8% | +8.4% | +23.4% |
| 1Y | +44.6% | +20.4% | +24.2% | +38.6% |
| All | +534.9% | +33.4% | +501.5% | +433.4% |
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