+261.5%
RL vs VLTO
+57.1%
+204.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -4.4% | +1.5% | -5.9% | -5.0% |
| 30D | +5.6% | +20.9% | -15.4% | -4.2% |
| 3M | -0.6% | +21.4% | -22.0% | -10.1% |
| 6M | +15.5% | +37.6% | -22.1% | -2.9% |
| YTD | +12.3% | +19.5% | -7.2% | +1.9% |
| 1Y | +19.3% | +22.0% | -2.7% | +6.7% |
| 3Y | +255.5% | +70.7% | +184.9% | +180.8% |
| All | +261.5% | +57.1% | +204.5% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling