+86.5%
PBR vs VLTO
+56.1%
+30.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -13.3% | +2.0% | -15.3% | -13.5% |
| 30D | -27.5% | +21.8% | -49.3% | -29.0% |
| 3M | +5.2% | +20.2% | -15.0% | +3.0% |
| 6M | -6.4% | +36.3% | -42.7% | -10.0% |
| YTD | +61.6% | +18.8% | +42.7% | +58.5% |
| 1Y | +48.9% | +20.4% | +28.5% | +45.6% |
| 3Y | +70.0% | +71.9% | -1.9% | +62.4% |
| All | +86.5% | +56.1% | +30.3% | +74.9% |
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 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