+41.1%
S vs VLTO
+56.3%
-15.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | +1.6% | -0.2% | +0.5% |
| 30D | -10.8% | +22.0% | -32.8% | -21.3% |
| 3M | +5.4% | +21.9% | -16.5% | -7.1% |
| 6M | +41.2% | +36.5% | +4.7% | +14.9% |
| YTD | +56.2% | +19.0% | +37.2% | +39.1% |
| 1Y | +36.3% | +21.0% | +15.3% | +19.8% |
| 3Y | +49.4% | +69.9% | -20.5% | +1.7% |
| All | +41.1% | +56.3% | -15.2% | +3.4% |
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