+145.5%
PSX vs VLTO
+54.8%
+90.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -13.1% | +5.4% | -18.5% | -14.2% |
| 30D | -9.5% | +22.3% | -31.8% | -13.6% |
| 3M | +20.2% | +19.6% | +0.6% | +15.2% |
| 6M | +44.9% | +35.2% | +9.7% | +34.0% |
| YTD | +94.4% | +17.9% | +76.5% | +86.6% |
| 1Y | +83.1% | +19.5% | +63.5% | +74.6% |
| 3Y | +132.2% | +73.9% | +58.2% | +112.5% |
| All | +145.5% | +54.8% | +90.7% | +124.3% |
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 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