+9.7%
PYPL vs VLTO
+69.5%
-59.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.9% | +5.4% | -1.5% | +1.0% |
| 30D | +7.8% | +22.3% | -14.5% | -3.5% |
| 3M | -0.7% | +19.6% | -20.3% | -10.0% |
| 6M | +28.8% | +35.2% | -6.4% | +8.8% |
| YTD | +2.4% | +17.9% | -15.5% | -6.2% |
| 1Y | -9.6% | +19.5% | -29.1% | -18.0% |
| 3Y | +9.7% | +73.9% | -64.3% | -8.6% |
| All | +9.7% | +69.5% | -59.8% | -8.6% |
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 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