+70.6%
MA vs VLTO
+56.3%
+14.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +1.8% | +1.6% | +0.2% | +1.2% |
| 30D | +11.8% | +22.0% | -10.1% | +3.7% |
| 3M | +17.2% | +21.9% | -4.7% | +8.6% |
| 6M | +33.4% | +36.5% | -3.1% | +18.2% |
| YTD | +16.1% | +19.0% | -2.8% | +7.8% |
| 1Y | +19.9% | +21.0% | -1.1% | +10.6% |
| 3Y | +70.1% | +69.9% | +0.2% | +44.5% |
| All | +70.6% | +56.3% | +14.3% | +48.0% |
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