-14.2%
PL vs VLTO
+17.3%
-31.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -10.3% |
| 7D | -20.5% | +12.0% | -32.5% | -15.1% |
| 30D | -38.8% | +20.8% | -59.6% | -31.9% |
| 3M | -49.1% | +20.1% | -69.2% | -43.5% |
| 6M | -69.4% | +32.6% | -102.0% | -63.2% |
| YTD | -42.3% | +17.3% | -59.7% | -27.4% |
| 1Y | -14.2% | +17.3% | -31.5% | +7.0% |
| All | -14.2% | +17.3% | -31.5% | +7.0% |
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