+128.0%
NDAQ vs VLTO
+54.1%
+73.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.2% | +12.0% | -10.8% | -3.3% |
| 30D | +15.8% | +20.8% | -5.1% | +7.5% |
| 3M | +13.4% | +20.1% | -6.8% | +5.3% |
| 6M | +20.9% | +32.6% | -11.7% | +7.9% |
| YTD | +11.1% | +17.3% | -6.2% | +4.0% |
| 1Y | +26.5% | +17.3% | +9.2% | +18.2% |
| 3Y | +121.5% | +66.9% | +54.6% | +91.2% |
| All | +128.0% | +54.1% | +73.9% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling