+101.6%
RF vs VLTO
+54.7%
+46.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.3% | +13.8% | -11.6% | -3.3% |
| 30D | +7.2% | +21.2% | -13.9% | -1.3% |
| 3M | -8.2% | +21.5% | -29.7% | -15.8% |
| 6M | +7.0% | +33.0% | -26.0% | -6.1% |
| YTD | +10.3% | +17.8% | -7.5% | +2.3% |
| 1Y | +25.1% | +18.1% | +7.0% | +15.6% |
| 3Y | +110.3% | +67.6% | +42.7% | +68.6% |
| All | +101.6% | +54.7% | +46.8% | +63.2% |
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