+95.0%
PR vs VLTO
+54.8%
+40.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | -16.4% | +5.4% | -21.8% | -17.4% |
| 30D | -1.9% | +22.3% | -24.2% | -6.5% |
| 3M | +8.0% | +19.6% | -11.7% | +3.3% |
| 6M | +4.1% | +35.2% | -31.1% | -4.2% |
| YTD | +58.7% | +17.9% | +40.8% | +52.4% |
| 1Y | +75.8% | +19.5% | +56.3% | +67.6% |
| 3Y | +73.2% | +73.9% | -0.8% | +50.7% |
| All | +95.0% | +54.8% | +40.2% | +68.0% |
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 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