-0.4%
SMR vs VLTO
+56.4%
-56.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -4.0% | -3.7% |
| 7D | -8.3% | +1.0% | -9.3% | -8.7% |
| 30D | -20.1% | +17.5% | -37.5% | -27.0% |
| 3M | -52.7% | +21.4% | -74.1% | -57.8% |
| 6M | -61.0% | +38.1% | -99.2% | -68.9% |
| YTD | -67.1% | +19.0% | -86.1% | -70.4% |
| 1Y | -79.9% | +20.7% | -100.5% | -82.2% |
| 3Y | +101.7% | +64.3% | +37.4% | +0.6% |
| All | -0.4% | +56.4% | -56.8% | -43.9% |
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