-48.8%
SE vs VLTO
+18.3%
-67.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | +6.7% | +13.8% | -7.2% | +1.7% |
| 30D | -17.2% | +21.2% | -38.4% | -23.3% |
| 3M | -28.0% | +21.5% | -49.5% | -33.4% |
| 6M | -6.1% | +33.0% | -39.1% | -16.3% |
| YTD | -37.1% | +17.8% | -54.9% | -40.7% |
| 1Y | -48.8% | +18.1% | -66.9% | -51.6% |
| All | -48.8% | +18.3% | -67.1% | -51.6% |
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