+0.8%
NWSA vs VLTO
+21.6%
-20.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | -12.2% | +1.5% | -13.7% | -12.7% |
| 30D | -8.7% | +20.9% | -29.6% | -15.4% |
| 3M | -6.0% | +21.4% | -27.4% | -13.2% |
| 6M | -0.3% | +37.6% | -37.9% | -12.3% |
| YTD | +3.5% | +19.5% | -16.1% | -3.5% |
| 1Y | +0.8% | +22.0% | -21.3% | -6.4% |
| All | +0.8% | +21.6% | -20.8% | -6.4% |
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 · 6 months rolling