+74.9%
MSFT vs VLTO
+56.1%
+18.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +7.5% | +2.0% | +5.5% | +7.2% |
| 30D | +1.9% | +21.8% | -19.9% | -1.7% |
| 3M | +9.2% | +20.2% | -11.0% | +5.6% |
| 6M | +31.9% | +36.3% | -4.5% | +23.6% |
| YTD | +13.4% | +18.8% | -5.4% | +9.4% |
| 1Y | +10.6% | +20.4% | -9.8% | +6.2% |
| 3Y | +54.7% | +71.9% | -17.2% | +43.4% |
| All | +74.9% | +56.1% | +18.8% | +64.8% |
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