+113.7%
MTB vs VLTO
+26.2%
+87.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +2.8% | -1.6% | +4.3% | +3.4% |
| 30D | -4.2% | -2.9% | -1.3% | -3.2% |
| 3M | +7.8% | +12.7% | -4.9% | +2.2% |
| 6M | +14.8% | +1.6% | +13.2% | +13.7% |
| YTD | +20.8% | -4.0% | +24.7% | +22.4% |
| 1Y | +23.1% | -10.2% | +33.3% | +28.7% |
| All | +113.7% | +26.2% | +87.6% | +90.3% |
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 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