+100.4%
MO vs VLTO
+25.1%
+75.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.1% |
| 30D | +3.6% | -2.5% | +6.0% | +3.9% |
| 3M | -3.7% | +10.1% | -13.8% | -4.4% |
| 6M | +4.5% | +1.0% | +3.5% | +4.5% |
| YTD | +21.5% | -4.8% | +26.3% | +22.1% |
| 1Y | +9.5% | -9.3% | +18.9% | +10.6% |
| All | +100.4% | +25.1% | +75.3% | +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 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