+68.1%
MSFT vs VLTO
+56.4%
+11.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | -1.8% | +17.5% | -19.3% | -4.7% |
| 3M | +5.6% | +21.4% | -15.8% | +1.9% |
| 6M | +29.8% | +38.1% | -8.3% | +21.3% |
| YTD | +9.0% | +19.0% | -10.0% | +5.1% |
| 1Y | +4.9% | +20.7% | -15.7% | +0.7% |
| 3Y | +46.2% | +64.3% | -18.1% | +36.2% |
| All | +68.1% | +56.4% | +11.7% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling