+38.4%
S vs VLTO
+68.7%
-30.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.6% |
| 7D | -16.7% | +12.0% | -28.7% | -22.3% |
| 30D | -17.0% | +20.8% | -37.8% | -26.4% |
| 3M | +2.0% | +20.1% | -18.1% | -9.4% |
| 6M | +35.1% | +32.6% | +2.4% | +11.7% |
| YTD | +42.8% | +17.3% | +25.5% | +28.2% |
| 1Y | +27.7% | +17.3% | +10.4% | +14.6% |
| All | +38.4% | +68.7% | -30.3% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling