+77.2%
SE vs VLTO
+57.1%
+20.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.9% |
| 7D | -7.7% | +1.5% | -9.2% | -8.4% |
| 30D | -22.8% | +20.9% | -43.8% | -30.0% |
| 3M | -43.7% | +21.4% | -65.1% | -49.1% |
| 6M | -12.8% | +37.6% | -50.4% | -26.4% |
| YTD | -42.0% | +19.5% | -61.5% | -47.1% |
| 1Y | -48.0% | +22.0% | -70.0% | -53.2% |
| 3Y | +62.7% | +70.7% | -8.0% | +29.3% |
| All | +77.2% | +57.1% | +20.1% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling