+171.7%
P vs VLTO
+54.1%
+117.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.4% | -16.0% | -16.3% |
| 7D | -31.9% | +12.0% | -43.9% | -33.7% |
| 30D | -36.5% | +20.8% | -57.4% | -39.7% |
| 3M | +11.6% | +20.1% | -8.5% | +6.0% |
| 6M | +25.2% | +32.6% | -7.4% | +13.8% |
| YTD | +39.4% | +17.3% | +22.1% | +33.4% |
| 1Y | -3.7% | +17.3% | -21.0% | -8.1% |
| 3Y | +167.3% | +66.9% | +100.4% | +132.7% |
| All | +171.7% | +54.1% | +117.6% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling