-37.8%
SPXU vs VLTO
-9.8%
-28.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.5% |
| 7D | -1.5% | -1.6% | +0.1% | -1.9% |
| 30D | +3.7% | -2.9% | +6.6% | +3.0% |
| 3M | -9.6% | +12.7% | -22.2% | -5.4% |
| 6M | -32.4% | +1.6% | -33.9% | -32.4% |
| YTD | -28.7% | -4.0% | -24.7% | -30.3% |
| All | -37.8% | -9.8% | -28.0% | -40.3% |
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