+39.6%
MSCI vs VLTO
+54.7%
-15.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | +11.5% | +13.8% | -2.4% | +5.4% |
| 30D | +22.1% | +21.2% | +0.9% | +12.5% |
| 3M | +18.4% | +21.5% | -3.1% | +8.9% |
| 6M | +16.6% | +33.0% | -16.4% | +3.2% |
| YTD | +18.8% | +17.8% | +1.1% | +10.6% |
| 1Y | +19.0% | +18.1% | +0.9% | +10.4% |
| 3Y | +40.7% | +67.6% | -26.9% | +19.5% |
| All | +39.6% | +54.7% | -15.1% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling