+42.5%
O vs VLTO
+54.1%
-11.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.5% | +12.0% | -7.5% | +2.3% |
| 30D | +10.2% | +20.8% | -10.6% | +6.3% |
| 3M | -3.8% | +20.1% | -23.9% | -7.1% |
| 6M | -3.8% | +32.6% | -36.5% | -8.9% |
| YTD | +10.3% | +17.3% | -7.0% | +6.8% |
| 1Y | +11.9% | +17.3% | -5.4% | +8.2% |
| 3Y | +38.1% | +66.9% | -28.8% | +26.9% |
| All | +42.5% | +54.1% | -11.7% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling