+3.9%
P vs VLTO
+18.3%
-14.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.7% |
| 7D | -23.8% | +5.4% | -29.2% | -22.2% |
| 30D | -36.6% | +22.3% | -58.9% | -33.0% |
| 3M | +10.9% | +19.6% | -8.7% | +16.9% |
| 6M | +30.0% | +35.2% | -5.2% | +36.9% |
| YTD | +44.4% | +17.9% | +26.5% | +53.4% |
| 1Y | +3.9% | +19.5% | -15.6% | +9.9% |
| All | +3.9% | +18.3% | -14.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling