+19.8%
S vs VLTO
+27.2%
-7.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | -7.7% | -2.3% | -5.4% | -6.3% |
| 30D | -5.3% | -0.9% | -4.5% | -5.0% |
| 3M | +20.3% | +13.8% | +6.4% | +9.6% |
| 6M | +47.4% | +2.0% | +45.4% | +44.5% |
| YTD | +32.5% | -3.2% | +35.7% | +34.4% |
| 1Y | +9.5% | -9.2% | +18.7% | +16.0% |
| All | +19.8% | +27.2% | -7.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling