+118.8%
GOOG vs VLTO
+55.4%
+63.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +4.8% | +0.8% | +4.0% | +4.7% |
| 30D | -15.5% | +18.7% | -34.2% | -18.4% |
| 3M | -13.7% | +21.7% | -35.4% | -17.2% |
| 6M | -23.0% | +35.8% | -58.8% | -28.1% |
| YTD | -5.7% | +18.3% | -24.0% | -9.1% |
| 1Y | +3.0% | +20.9% | -17.9% | -1.3% |
| 3Y | +122.4% | +68.8% | +53.6% | +101.9% |
| All | +118.8% | +55.4% | +63.4% | +104.3% |
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