+181.3%
P vs VLTO
+54.8%
+126.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.4% |
| 7D | -23.8% | +5.4% | -29.2% | -24.7% |
| 30D | -36.6% | +22.3% | -58.9% | -40.0% |
| 3M | +10.9% | +19.6% | -8.7% | +5.5% |
| 6M | +30.0% | +35.2% | -5.2% | +17.3% |
| YTD | +44.4% | +17.9% | +26.5% | +38.0% |
| 1Y | +3.9% | +19.5% | -15.6% | -1.7% |
| 3Y | +176.6% | +73.9% | +102.7% | +137.6% |
| All | +181.3% | +54.8% | +126.5% | +154.4% |
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