-29.6%
ON vs VLTO
+54.8%
-84.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.7% | +5.4% | -17.1% | -13.2% |
| 30D | -23.3% | +22.3% | -45.6% | -28.9% |
| 3M | -19.2% | +19.6% | -38.8% | -24.5% |
| 6M | -40.1% | +35.2% | -75.3% | -48.1% |
| YTD | +16.9% | +17.9% | -0.9% | +9.5% |
| 1Y | +29.7% | +19.5% | +10.2% | +19.9% |
| 3Y | -4.4% | +73.9% | -78.3% | -25.3% |
| All | -29.6% | +54.8% | -84.5% | -43.8% |
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