+225.0%
P vs VLTO
+54.7%
+170.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.1% |
| 7D | -19.4% | +13.8% | -33.2% | -21.9% |
| 30D | -22.3% | +21.2% | -43.5% | -26.3% |
| 3M | +33.2% | +21.5% | +11.7% | +26.1% |
| 6M | +53.6% | +33.0% | +20.6% | +39.5% |
| YTD | +66.8% | +17.8% | +49.0% | +59.5% |
| 1Y | +17.5% | +18.1% | -0.6% | +11.8% |
| 3Y | +219.7% | +67.6% | +152.1% | +178.1% |
| All | +225.0% | +54.7% | +170.3% | +193.9% |
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