-82.0%
SPXU vs VLTO
+56.3%
-138.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | +1.6% | -1.1% | +1.8% |
| 30D | +10.9% | +22.0% | -11.0% | +28.4% |
| 3M | +9.6% | +21.9% | -12.3% | +27.2% |
| 6M | -4.7% | +36.5% | -41.2% | +21.5% |
| YTD | -24.6% | +19.0% | -43.6% | -14.9% |
| 1Y | -24.7% | +21.0% | -45.7% | -13.3% |
| 3Y | -80.0% | +69.9% | -149.9% | -69.3% |
| All | -82.0% | +56.3% | -138.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling