+60.6%
SO vs VLTO
+56.1%
+4.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | +8.6% | +21.8% | -13.2% | +5.7% |
| 3M | +1.8% | +20.2% | -18.4% | -0.8% |
| 6M | +3.6% | +36.3% | -32.7% | -0.5% |
| YTD | +9.9% | +18.8% | -8.9% | +7.1% |
| 1Y | +5.7% | +20.4% | -14.7% | +2.8% |
| 3Y | +52.5% | +71.9% | -19.4% | +45.7% |
| All | +60.6% | +56.1% | +4.4% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling