+250.3%
RL vs VLTO
+54.1%
+196.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | -4.7% | +12.0% | -16.7% | -10.0% |
| 30D | +3.6% | +20.8% | -17.3% | -6.0% |
| 3M | +0.5% | +20.1% | -19.6% | -8.6% |
| 6M | +6.6% | +32.6% | -26.0% | -8.7% |
| YTD | +8.8% | +17.3% | -8.5% | -0.4% |
| 1Y | +21.8% | +17.3% | +4.5% | +11.3% |
| 3Y | +245.8% | +66.9% | +178.9% | +176.1% |
| All | +250.3% | +54.1% | +196.2% | +187.1% |
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