+69.8%
MA vs VLTO
+54.1%
+15.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +3.2% | +12.0% | -8.8% | -1.2% |
| 30D | +15.9% | +20.8% | -4.9% | +7.9% |
| 3M | +15.2% | +20.1% | -5.0% | +7.3% |
| 6M | +32.4% | +32.6% | -0.2% | +18.6% |
| YTD | +15.6% | +17.3% | -1.7% | +7.9% |
| 1Y | +19.3% | +17.3% | +2.0% | +11.3% |
| 3Y | +73.0% | +66.9% | +6.1% | +47.8% |
| All | +69.8% | +54.1% | +15.7% | +48.2% |
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