+35.8%
MSCI vs VLTO
+54.1%
-18.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +6.0% | +12.0% | -6.0% | +1.0% |
| 30D | +18.2% | +20.8% | -2.6% | +9.0% |
| 3M | +15.1% | +20.1% | -5.0% | +6.4% |
| 6M | +13.7% | +32.6% | -18.9% | +0.8% |
| YTD | +15.6% | +17.3% | -1.7% | +7.8% |
| 1Y | +16.3% | +17.3% | -1.0% | +8.3% |
| 3Y | +36.9% | +66.9% | -30.0% | +16.4% |
| All | +35.8% | +54.1% | -18.3% | +18.4% |
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 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