-7.2%
PAYC vs VLTO
+56.1%
-63.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -11.1% | +2.0% | -13.2% | -12.3% |
| 30D | +1.8% | +21.8% | -20.0% | -11.2% |
| 3M | +10.2% | +20.2% | -10.0% | -3.1% |
| 6M | +73.5% | +36.3% | +37.2% | +40.9% |
| YTD | +49.4% | +18.8% | +30.6% | +32.1% |
| 1Y | +47.2% | +20.4% | +26.8% | +28.7% |
| 3Y | +44.4% | +71.9% | -27.5% | -5.9% |
| All | -7.2% | +56.1% | -63.3% | -34.1% |
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