+245.5%
RL vs VLTO
+54.8%
+190.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -4.2% | +5.4% | -9.5% | -6.6% |
| 30D | +4.3% | +22.3% | -18.0% | -6.0% |
| 3M | -4.6% | +19.6% | -24.2% | -13.1% |
| 6M | +1.7% | +35.2% | -33.4% | -13.8% |
| YTD | +7.3% | +17.9% | -10.5% | -2.0% |
| 1Y | +20.8% | +19.5% | +1.3% | +9.2% |
| 3Y | +247.0% | +73.9% | +173.0% | +173.3% |
| All | +245.5% | +54.8% | +190.7% | +182.5% |
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