-64.8%
SPCH vs VLTO
+40.9%
-105.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.5% | +16.4% | +17.1% |
| 7D | -3.0% | +5.4% | -8.4% | +0.1% |
| 30D | -39.8% | +22.3% | -62.1% | -33.2% |
| 3M | +16.8% | +19.6% | -2.8% | +29.2% |
| All | -64.8% | +40.9% | -105.6% | -67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling