+69.0%
MA vs VLTO
+54.8%
+14.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +2.3% | +5.4% | -3.1% | +0.3% |
| 30D | +14.7% | +22.3% | -7.6% | +6.2% |
| 3M | +13.5% | +19.6% | -6.1% | +6.0% |
| 6M | +33.1% | +35.2% | -2.0% | +18.4% |
| YTD | +15.1% | +17.9% | -2.8% | +7.2% |
| 1Y | +18.7% | +19.5% | -0.8% | +10.0% |
| 3Y | +72.1% | +73.9% | -1.8% | +45.5% |
| All | +69.0% | +54.8% | +14.2% | +47.2% |
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