+41.4%
O vs VLTO
+54.8%
-13.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +3.7% | +5.4% | -1.7% | +2.7% |
| 30D | +11.2% | +22.3% | -11.1% | +7.0% |
| 3M | -4.0% | +19.6% | -23.6% | -7.2% |
| 6M | -5.2% | +35.2% | -40.4% | -10.5% |
| YTD | +9.5% | +17.9% | -8.4% | +5.9% |
| 1Y | +10.6% | +19.5% | -8.9% | +6.6% |
| 3Y | +38.1% | +73.9% | -35.8% | +26.1% |
| All | +41.4% | +54.8% | -13.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling