+199.0%
P vs VLTO
+56.1%
+142.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -9.6% | +2.0% | -11.7% | -10.0% |
| 30D | -33.4% | +21.8% | -55.2% | -36.8% |
| 3M | +14.2% | +20.2% | -6.0% | +8.7% |
| 6M | +31.6% | +36.3% | -4.8% | +18.5% |
| YTD | +53.5% | +18.8% | +34.6% | +46.5% |
| 1Y | +14.2% | +20.4% | -6.2% | +7.9% |
| 3Y | +190.5% | +71.9% | +118.6% | +150.9% |
| All | +199.0% | +56.1% | +142.9% | +170.0% |
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 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