+67.2%
MSFT vs VLTO
+57.1%
+10.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -6.2% | +1.5% | -7.7% | -6.5% |
| 30D | -3.7% | +20.9% | -24.6% | -7.0% |
| 3M | +3.6% | +21.4% | -17.8% | 0.0% |
| 6M | +26.8% | +37.6% | -10.8% | +18.7% |
| YTD | +8.4% | +19.5% | -11.1% | +4.5% |
| 1Y | +3.3% | +22.0% | -18.7% | -1.1% |
| 3Y | +44.3% | +70.7% | -26.4% | +33.8% |
| All | +67.2% | +57.1% | +10.1% | +57.4% |
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 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