-51.1%
OPEN vs VLTO
+56.3%
-107.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -24.7% | +1.6% | -26.3% | -25.7% |
| 30D | -41.0% | +22.0% | -62.9% | -50.4% |
| 3M | -62.4% | +21.9% | -84.2% | -68.3% |
| 6M | -73.9% | +36.5% | -110.4% | -80.6% |
| YTD | -77.5% | +19.0% | -96.5% | -80.9% |
| 1Y | -83.6% | +21.0% | -104.5% | -86.4% |
| 3Y | -37.0% | +69.9% | -106.9% | -61.3% |
| All | -51.1% | +56.3% | -107.4% | -69.6% |
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