+71.1%
MSFT vs VLTO
+56.3%
+14.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | -0.4% | +22.0% | -22.3% | -3.9% |
| 3M | +5.6% | +21.9% | -16.3% | +1.8% |
| 6M | +29.0% | +36.5% | -7.6% | +20.9% |
| YTD | +10.9% | +19.0% | -8.0% | +7.0% |
| 1Y | +6.2% | +21.0% | -14.7% | +1.9% |
| 3Y | +47.6% | +69.9% | -22.3% | +37.1% |
| All | +71.1% | +56.3% | +14.7% | +61.1% |
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