-83.0%
SPXU vs VLTO
+26.2%
-109.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.0% |
| 7D | -1.5% | -1.6% | +0.1% | -2.7% |
| 30D | +3.7% | -2.9% | +6.6% | +1.4% |
| 3M | -9.6% | +12.7% | -22.2% | +0.5% |
| 6M | -32.4% | +1.6% | -33.9% | -31.7% |
| YTD | -28.7% | -4.0% | -24.7% | -31.5% |
| 1Y | -38.2% | -10.2% | -28.1% | -44.5% |
| All | -83.0% | +26.2% | -109.2% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling