+118.4%
M vs VLTO
+68.7%
+49.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | -2.1% | +12.0% | -14.1% | -7.7% |
| 30D | +7.7% | +20.8% | -13.1% | -2.3% |
| 3M | -4.4% | +20.1% | -24.5% | -13.0% |
| 6M | +27.5% | +32.6% | -5.1% | +9.5% |
| YTD | +12.8% | +17.3% | -4.6% | +3.8% |
| 1Y | +20.7% | +17.3% | +3.4% | +11.0% |
| All | +118.4% | +68.7% | +49.7% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling