+81.1%
SE vs VLTO
+54.1%
+27.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -1.2% | +12.0% | -13.2% | -6.7% |
| 30D | -21.7% | +20.8% | -42.5% | -29.0% |
| 3M | -34.2% | +20.1% | -54.3% | -40.2% |
| 6M | -10.5% | +32.6% | -43.1% | -23.0% |
| YTD | -40.7% | +17.3% | -58.0% | -45.5% |
| 1Y | -52.1% | +17.3% | -69.4% | -55.9% |
| 3Y | +68.9% | +66.9% | +1.9% | +35.8% |
| All | +81.1% | +54.1% | +27.0% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling