+83.9%
SE vs VLTO
+56.3%
+27.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +1.6% | -1.6% | -0.7% |
| 30D | -19.4% | +22.0% | -41.3% | -27.2% |
| 3M | -33.1% | +21.9% | -55.0% | -39.6% |
| 6M | -11.4% | +36.5% | -48.0% | -24.9% |
| YTD | -39.8% | +19.0% | -58.8% | -45.0% |
| 1Y | -50.5% | +21.0% | -71.4% | -55.2% |
| 3Y | +68.9% | +69.9% | -1.0% | +34.5% |
| All | +83.9% | +56.3% | +27.6% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling