+34.5%
S vs VLTO
+21.9%
+12.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | -2.7% | +17.5% | -20.2% | -8.2% |
| 3M | -6.9% | +21.4% | -28.3% | -13.7% |
| 6M | +38.1% | +38.1% | -0.1% | +19.2% |
| YTD | +48.0% | +19.0% | +29.0% | +38.2% |
| 1Y | +34.5% | +20.7% | +13.8% | +24.3% |
| All | +34.5% | +21.9% | +12.6% | +24.3% |
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