+98.2%
MTB vs VLTO
+56.4%
+41.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.5% | +1.0% | +0.6% | +1.2% |
| 30D | +2.3% | +17.5% | -15.1% | -3.8% |
| 3M | -12.1% | +21.4% | -33.5% | -18.6% |
| 6M | +9.8% | +38.1% | -28.3% | -3.9% |
| YTD | +12.0% | +19.0% | -7.0% | +4.3% |
| 1Y | +22.0% | +20.7% | +1.4% | +12.7% |
| 3Y | +107.6% | +64.3% | +43.3% | +68.7% |
| All | +98.2% | +56.4% | +41.8% | +62.2% |
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