-33.2%
OPEN vs VLTO
+54.1%
-87.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.3% |
| 7D | -5.8% | +12.0% | -17.8% | -14.6% |
| 30D | -21.1% | +20.8% | -42.0% | -33.1% |
| 3M | -52.4% | +20.1% | -72.5% | -59.4% |
| 6M | -65.8% | +32.6% | -98.4% | -73.9% |
| YTD | -69.3% | +17.3% | -86.6% | -73.5% |
| 1Y | -75.2% | +17.3% | -92.5% | -78.8% |
| 3Y | -14.4% | +66.9% | -81.3% | -46.6% |
| All | -33.2% | +54.1% | -87.3% | -57.9% |
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 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