+164.7%
PSX vs VLTO
+56.4%
+108.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | +7.8% | +1.0% | +6.8% | +7.6% |
| 30D | -10.9% | +17.5% | -28.4% | -14.1% |
| 3M | +14.5% | +21.4% | -6.9% | +9.4% |
| 6M | +56.1% | +38.1% | +18.0% | +43.7% |
| YTD | +109.6% | +19.0% | +90.6% | +100.8% |
| 1Y | +95.5% | +20.7% | +74.9% | +86.1% |
| 3Y | +156.2% | +64.3% | +91.9% | +134.0% |
| All | +164.7% | +56.4% | +108.3% | +141.3% |
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