+18.7%
MSCI vs VLTO
+27.2%
-8.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +0.4% | -2.3% | +2.7% | +1.4% |
| 30D | +0.6% | -0.9% | +1.4% | +0.9% |
| 3M | -7.1% | +13.8% | -20.9% | -12.0% |
| 6M | +0.8% | +2.0% | -1.2% | -0.1% |
| YTD | +1.0% | -3.2% | +4.2% | +2.3% |
| 1Y | +4.3% | -9.2% | +13.5% | +8.4% |
| All | +18.7% | +27.2% | -8.5% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling