+15.8%
Q vs VLTO
+12.1%
+3.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.4% |
| 7D | -10.3% | +12.0% | -22.3% | -10.2% |
| 30D | -17.7% | +20.8% | -38.5% | -18.3% |
| 3M | -18.8% | +20.1% | -38.9% | -19.3% |
| 6M | -24.8% | +32.6% | -57.4% | -28.2% |
| YTD | +35.0% | +17.3% | +17.7% | +40.4% |
| 1Y | +10.7% | +17.3% | -6.6% | +13.4% |
| All | +15.8% | +12.1% | +3.7% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling