+33.1%
S vs VLTO
+18.3%
+14.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -13.4% | +5.4% | -18.8% | -14.8% |
| 30D | -14.0% | +22.3% | -36.3% | -20.5% |
| 3M | +4.9% | +19.6% | -14.8% | -2.2% |
| 6M | +42.0% | +35.2% | +6.9% | +23.9% |
| YTD | +45.1% | +17.9% | +27.3% | +35.9% |
| 1Y | +33.1% | +19.5% | +13.6% | +22.2% |
| All | +33.1% | +18.3% | +14.8% | +22.2% |
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