+37.2%
GOOG vs VLTO
-10.6%
+47.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.0% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | -7.7% | -2.5% | -5.2% | -7.4% |
| 3M | -9.3% | +10.1% | -19.4% | -10.7% |
| 6M | +7.4% | +1.0% | +6.4% | +6.9% |
| YTD | +4.9% | -4.8% | +9.6% | +5.7% |
| 1Y | +37.2% | -9.3% | +46.6% | +37.7% |
| All | +37.2% | -10.6% | +47.8% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling