+81.3%
SE vs VLTO
+54.8%
+26.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | +2.0% | +5.4% | -3.4% | -0.5% |
| 30D | -20.0% | +22.3% | -42.3% | -27.9% |
| 3M | -31.8% | +19.6% | -51.4% | -37.8% |
| 6M | -15.9% | +35.2% | -51.0% | -28.4% |
| YTD | -40.6% | +17.9% | -58.5% | -45.5% |
| 1Y | -50.7% | +19.5% | -70.2% | -55.1% |
| 3Y | +70.3% | +73.9% | -3.6% | +34.1% |
| All | +81.3% | +54.8% | +26.5% | +51.7% |
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