+4.4%
ON vs VLTO
+70.5%
-66.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.6% |
| 30D | -10.2% | +22.0% | -32.2% | -16.5% |
| 3M | -12.7% | +21.9% | -34.6% | -19.0% |
| 6M | -32.5% | +36.5% | -69.1% | -41.7% |
| YTD | +28.6% | +19.0% | +9.6% | +20.5% |
| 1Y | +43.4% | +21.0% | +22.4% | +32.2% |
| All | +4.4% | +70.5% | -66.1% | -14.0% |
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 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