-37.5%
MUZ vs VLTO
+39.0%
-76.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.3% | -11.1% |
| 7D | +45.8% | +5.4% | +40.4% | +26.6% |
| 30D | +99.8% | +22.3% | +77.5% | +17.7% |
| 3M | +12.0% | +19.6% | -7.6% | -30.4% |
| All | -37.5% | +39.0% | -76.6% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling