-17.3%
ON vs VLTO
+27.2%
-44.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +2.4% | -2.3% | +4.7% | +3.4% |
| 30D | -3.3% | -0.9% | -2.4% | -3.1% |
| 3M | -43.6% | +13.8% | -57.4% | -47.9% |
| 6M | +19.0% | +2.0% | +16.9% | +16.7% |
| YTD | +37.4% | -3.2% | +40.5% | +38.6% |
| 1Y | +54.8% | -9.2% | +63.9% | +62.5% |
| All | -17.3% | +27.2% | -44.5% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling