+340.7%
PL vs VLTO
+54.1%
+286.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -10.0% |
| 7D | -20.5% | +12.0% | -32.5% | -24.4% |
| 30D | -38.8% | +20.8% | -59.6% | -44.0% |
| 3M | -49.1% | +20.1% | -69.2% | -53.4% |
| 6M | -69.4% | +32.6% | -102.0% | -74.0% |
| YTD | -42.3% | +17.3% | -59.7% | -46.5% |
| 1Y | -14.2% | +17.3% | -31.5% | -20.4% |
| 3Y | +398.7% | +66.9% | +331.8% | +252.3% |
| All | +340.7% | +54.1% | +286.6% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling