+602.3%
PL vs VLTO
+27.2%
+575.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.5% |
| 7D | -9.3% | -2.3% | -7.0% | -8.3% |
| 30D | -18.9% | -0.9% | -18.1% | -18.7% |
| 3M | -58.4% | +13.8% | -72.2% | -62.1% |
| 6M | -30.3% | +2.0% | -32.3% | -31.9% |
| YTD | -8.1% | -3.2% | -4.9% | -6.6% |
| 1Y | +180.5% | -9.2% | +189.7% | +203.5% |
| All | +602.3% | +27.2% | +575.1% | +474.6% |
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