+21.9%
RRX vs VLTO
+27.2%
-5.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +3.4% | -2.3% | +5.7% | +4.5% |
| 30D | -11.1% | -0.9% | -10.2% | -10.9% |
| 3M | -23.7% | +13.8% | -37.5% | -29.6% |
| 6M | -22.0% | +2.0% | -24.0% | -23.5% |
| YTD | +16.5% | -3.2% | +19.7% | +17.7% |
| 1Y | +11.5% | -9.2% | +20.7% | +17.5% |
| All | +21.9% | +27.2% | -5.3% | +15.7% |
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