+128.6%
NDAQ vs VLTO
+54.8%
+73.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.8% | +5.4% | -4.6% | -1.2% |
| 30D | +16.5% | +22.3% | -5.8% | +7.6% |
| 3M | +13.5% | +19.6% | -6.1% | +5.7% |
| 6M | +20.9% | +35.2% | -14.2% | +7.1% |
| YTD | +11.4% | +17.9% | -6.5% | +4.1% |
| 1Y | +25.9% | +19.5% | +6.4% | +16.9% |
| 3Y | +119.9% | +73.9% | +45.9% | +88.3% |
| All | +128.6% | +54.8% | +73.8% | +98.9% |
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