+26.7%
Q vs VLTO
-7.5%
+34.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | -11.1% | -0.9% | -10.3% | -11.0% |
| 3M | -22.1% | +13.8% | -35.9% | -27.3% |
| 6M | +0.5% | +2.0% | -1.5% | +2.7% |
| YTD | +47.8% | -3.2% | +51.0% | +54.9% |
| All | +26.7% | -7.5% | +34.2% | +33.3% |
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 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