+146.1%
NOK vs VLTO
+55.4%
+90.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | +11.0% | +0.8% | +10.2% | +11.0% |
| 30D | -16.0% | +18.7% | -34.7% | -16.8% |
| 3M | -19.8% | +21.7% | -41.5% | -20.8% |
| 6M | -37.1% | +35.8% | -73.0% | -39.7% |
| YTD | +28.0% | +18.3% | +9.7% | +27.2% |
| 1Y | +17.9% | +20.9% | -2.9% | +16.2% |
| 3Y | +152.7% | +68.8% | +83.9% | +119.7% |
| All | +146.1% | +55.4% | +90.8% | +122.3% |
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