+24.0%
LOW vs VLTO
+57.1%
-33.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.0% | +1.5% | -0.5% | +0.3% |
| 30D | +25.6% | +20.9% | +4.6% | +15.7% |
| 3M | +5.3% | +21.4% | -16.1% | -3.2% |
| 6M | +3.7% | +37.6% | -33.8% | -9.4% |
| YTD | -1.9% | +19.5% | -21.4% | -9.5% |
| 1Y | +0.6% | +22.0% | -21.4% | -8.2% |
| 3Y | +26.4% | +70.7% | -44.3% | +8.0% |
| All | +24.0% | +57.1% | -33.1% | +6.9% |
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