+69.9%
PR vs VLTO
+68.7%
+1.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -16.5% | +12.0% | -28.5% | -18.9% |
| 30D | -4.5% | +20.8% | -25.4% | -9.1% |
| 3M | +8.5% | +20.1% | -11.6% | +3.4% |
| 6M | -3.3% | +32.6% | -36.0% | -11.0% |
| YTD | +55.7% | +17.3% | +38.4% | +49.4% |
| 1Y | +82.0% | +17.3% | +64.7% | +74.2% |
| All | +69.9% | +68.7% | +1.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling