+160.1%
SPG vs VLTO
+56.3%
+103.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +5.6% | +1.6% | +4.0% | +5.0% |
| 30D | +17.6% | +22.0% | -4.4% | +9.2% |
| 3M | +7.5% | +21.9% | -14.4% | -0.2% |
| 6M | +18.5% | +36.5% | -18.0% | +5.4% |
| YTD | +30.9% | +19.0% | +11.9% | +22.3% |
| 1Y | +34.1% | +21.0% | +13.1% | +24.1% |
| 3Y | +135.5% | +69.9% | +65.6% | +103.5% |
| All | +160.1% | +56.3% | +103.8% | +127.4% |
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