+145.8%
M vs VLTO
+56.1%
+89.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +7.7% |
| 7D | +2.5% | +2.0% | +0.5% | +1.6% |
| 30D | +10.1% | +21.8% | -11.7% | -0.5% |
| 3M | -0.9% | +20.2% | -21.1% | -9.8% |
| 6M | +30.2% | +36.3% | -6.2% | +10.4% |
| YTD | +16.3% | +18.8% | -2.5% | +6.2% |
| 1Y | +27.0% | +20.4% | +6.6% | +14.9% |
| 3Y | +154.5% | +71.9% | +82.6% | +95.7% |
| All | +145.8% | +56.1% | +89.7% | +97.4% |
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