+0.6%
PYPL vs VLTO
+55.4%
-54.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | +3.8% | +18.7% | -14.9% | -5.6% |
| 3M | -1.3% | +21.7% | -23.0% | -11.4% |
| 6M | +29.0% | +35.8% | -6.8% | +8.6% |
| YTD | +0.7% | +18.3% | -17.5% | -8.0% |
| 1Y | -12.3% | +20.9% | -33.2% | -21.0% |
| 3Y | +7.6% | +68.8% | -61.2% | -18.0% |
| All | +0.6% | +55.4% | -54.7% | -21.0% |
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 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