+29.7%
HYG vs VLTO
+26.2%
+3.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -0.1% | -2.9% | +2.8% | +0.2% |
| 3M | +1.0% | +12.7% | -11.7% | -0.2% |
| 6M | +2.3% | +1.6% | +0.7% | +2.1% |
| YTD | +2.1% | -4.0% | +6.1% | +2.4% |
| 1Y | +3.8% | -10.2% | +14.0% | +4.8% |
| All | +29.7% | +26.2% | +3.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling