+41.9%
O vs VLTO
+55.4%
-13.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +8.3% | +18.7% | -10.4% | +4.8% |
| 3M | -4.0% | +21.7% | -25.7% | -7.5% |
| 6M | -2.6% | +35.8% | -38.5% | -8.1% |
| YTD | +9.9% | +18.3% | -8.4% | +6.2% |
| 1Y | +9.8% | +20.9% | -11.1% | +5.6% |
| 3Y | +39.7% | +68.8% | -29.1% | +28.1% |
| All | +41.9% | +55.4% | -13.5% | +29.0% |
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