+52.3%
MSFT vs VLTO
+69.5%
-17.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | +5.4% | -3.7% | +0.7% |
| 30D | +0.2% | +22.3% | -22.2% | -3.7% |
| 3M | +6.4% | +19.6% | -13.3% | +2.7% |
| 6M | +28.7% | +35.2% | -6.5% | +20.3% |
| YTD | +10.4% | +17.9% | -7.4% | +6.5% |
| 1Y | +7.6% | +19.5% | -11.9% | +3.2% |
| 3Y | +52.3% | +73.9% | -21.6% | +45.3% |
| All | +52.3% | +69.5% | -17.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling