+127.4%
M vs VLTO
+54.8%
+72.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -4.3% | +5.4% | -9.7% | -6.7% |
| 30D | +1.3% | +22.3% | -21.0% | -8.6% |
| 3M | -7.4% | +19.6% | -27.0% | -15.5% |
| 6M | +18.3% | +35.2% | -16.8% | +0.7% |
| YTD | +7.6% | +17.9% | -10.3% | -1.3% |
| 1Y | +17.4% | +19.5% | -2.1% | +6.6% |
| 3Y | +108.4% | +73.9% | +34.4% | +59.3% |
| All | +127.4% | +54.8% | +72.6% | +83.3% |
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