-50.7%
SE vs VLTO
+18.3%
-68.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +2.0% | +5.4% | -3.4% | +0.2% |
| 30D | -20.0% | +22.3% | -42.3% | -26.1% |
| 3M | -31.8% | +19.6% | -51.4% | -36.4% |
| 6M | -15.9% | +35.2% | -51.0% | -25.5% |
| YTD | -40.6% | +17.9% | -58.5% | -44.0% |
| 1Y | -50.7% | +19.5% | -70.2% | -53.5% |
| All | -50.7% | +18.3% | -68.9% | -53.5% |
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