+27.0%
M vs VLTO
+21.0%
+6.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +5.0% | +1.6% | +3.4% | +4.7% |
| 30D | +10.6% | +22.0% | -11.3% | +5.6% |
| 3M | +1.6% | +21.9% | -20.3% | -3.1% |
| 6M | +30.8% | +36.5% | -5.7% | +21.9% |
| YTD | +16.9% | +19.0% | -2.1% | +15.5% |
| All | +27.0% | +21.0% | +6.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling