+147.1%
M vs VLTO
+56.3%
+90.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +5.0% | +1.6% | +3.4% | +4.2% |
| 30D | +10.6% | +22.0% | -11.3% | 0.0% |
| 3M | +1.6% | +21.9% | -20.3% | -8.2% |
| 6M | +30.8% | +36.5% | -5.7% | +10.9% |
| YTD | +16.9% | +19.0% | -2.1% | +6.7% |
| 1Y | +26.3% | +21.0% | +5.3% | +13.9% |
| 3Y | +158.6% | +69.9% | +88.7% | +99.9% |
| All | +147.1% | +56.3% | +90.8% | +98.3% |
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 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