+111.2%
RF vs VLTO
+27.2%
+84.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +2.3% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | +8.1% | +13.8% | -5.7% | +1.4% |
| 6M | +11.5% | +2.0% | +9.5% | +10.1% |
| YTD | +15.6% | -3.2% | +18.8% | +16.8% |
| 1Y | +15.7% | -9.2% | +24.9% | +20.8% |
| All | +111.2% | +27.2% | +84.1% | +86.3% |
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