+32.8%
MSCI vs VLTO
+54.8%
-22.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.5% |
| 7D | +2.8% | +5.4% | -2.6% | +0.6% |
| 30D | +15.4% | +22.3% | -6.9% | +5.9% |
| 3M | +13.4% | +19.6% | -6.2% | +5.0% |
| 6M | +10.9% | +35.2% | -24.2% | -2.5% |
| YTD | +13.0% | +17.9% | -4.9% | +5.1% |
| 1Y | +12.0% | +19.5% | -7.5% | +3.5% |
| 3Y | +34.1% | +73.9% | -39.8% | +12.3% |
| All | +32.8% | +54.8% | -22.1% | +15.5% |
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