+138.4%
M vs VLTO
+54.1%
+84.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -4.4% | +20.1% | -24.5% | -13.0% |
| 6M | +27.5% | +32.6% | -5.1% | +9.6% |
| YTD | +12.8% | +17.3% | -4.6% | +3.6% |
| 1Y | +20.7% | +17.3% | +3.4% | +10.9% |
| 3Y | +111.3% | +66.9% | +44.4% | +65.1% |
| All | +138.4% | +54.1% | +84.2% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling