+42.5%
O vs VLTO
+56.1%
-13.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +3.3% | +2.0% | +1.3% | +2.9% |
| 30D | +10.3% | +21.8% | -11.5% | +6.3% |
| 3M | -3.5% | +20.2% | -23.7% | -6.8% |
| 6M | -1.3% | +36.3% | -37.6% | -6.9% |
| YTD | +10.3% | +18.8% | -8.5% | +6.5% |
| 1Y | +10.4% | +20.4% | -10.0% | +6.2% |
| 3Y | +40.0% | +71.9% | -31.9% | +28.0% |
| All | +42.5% | +56.1% | -13.6% | +29.4% |
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 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