+31.1%
S vs VLTO
+54.8%
-23.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -13.4% | +5.4% | -18.8% | -16.1% |
| 30D | -14.0% | +22.3% | -36.3% | -24.3% |
| 3M | +4.9% | +19.6% | -14.8% | -6.6% |
| 6M | +42.0% | +35.2% | +6.9% | +16.1% |
| YTD | +45.1% | +17.9% | +27.3% | +29.9% |
| 1Y | +33.1% | +19.5% | +13.6% | +17.8% |
| 3Y | +40.6% | +73.9% | -33.3% | -5.7% |
| All | +31.1% | +54.8% | -23.7% | -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