+9.5%
S vs VLTO
-8.3%
+17.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -7.7% | -2.3% | -5.4% | -6.7% |
| 30D | -5.3% | -0.9% | -4.5% | -5.0% |
| 3M | +20.3% | +13.8% | +6.4% | +12.0% |
| 6M | +47.4% | +2.0% | +45.4% | +44.7% |
| YTD | +32.5% | -3.2% | +35.7% | +33.8% |
| 1Y | +9.5% | -9.2% | +18.7% | +14.8% |
| All | +9.5% | -8.3% | +17.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling