-60.5%
SPCH vs VLTO
+42.0%
-102.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.1% | +12.4% |
| 7D | +6.2% | +2.0% | +4.1% | +7.3% |
| 30D | -28.1% | +21.8% | -49.9% | -19.9% |
| 3M | -0.5% | +20.2% | -20.7% | +10.7% |
| All | -60.5% | +42.0% | -102.6% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling