+21.9%
LOW vs VLTO
+56.4%
-34.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +21.7% | +17.5% | +4.2% | +13.5% |
| 3M | +5.0% | +21.4% | -16.4% | -3.4% |
| 6M | +4.6% | +38.1% | -33.5% | -8.8% |
| YTD | -3.5% | +19.0% | -22.5% | -10.9% |
| 1Y | +0.5% | +20.7% | -20.1% | -7.8% |
| 3Y | +24.8% | +64.3% | -39.5% | +7.4% |
| All | +21.9% | +56.4% | -34.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling