+78.8%
SE vs VLTO
+73.3%
+5.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +3.3% | +2.0% | +1.2% | +2.3% |
| 30D | -18.2% | +21.8% | -40.0% | -26.1% |
| 3M | -31.3% | +20.2% | -51.5% | -37.5% |
| 6M | -10.1% | +36.3% | -46.4% | -23.9% |
| YTD | -38.9% | +18.8% | -57.7% | -44.1% |
| 1Y | -48.0% | +20.4% | -68.4% | -52.9% |
| 3Y | +78.8% | +71.9% | +6.9% | +62.1% |
| All | +78.8% | +73.3% | +5.6% | +62.1% |
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 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