-24.7%
SPXU vs VLTO
+20.4%
-45.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | +1.6% | -1.1% | +0.7% |
| 30D | +10.9% | +22.0% | -11.0% | +14.7% |
| 3M | +9.6% | +21.9% | -12.3% | +13.5% |
| 6M | -4.7% | +36.5% | -41.2% | +2.2% |
| YTD | -24.6% | +19.0% | -43.6% | -23.7% |
| 1Y | -24.7% | +21.0% | -45.7% | -23.4% |
| All | -24.7% | +20.4% | -45.1% | -23.4% |
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 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 · 6 months rolling