+84.9%
SPY vs VLTO
+55.4%
+29.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | -2.7% | +18.7% | -21.4% | -7.0% |
| 3M | -1.7% | +21.7% | -23.4% | -6.8% |
| 6M | +3.1% | +35.8% | -32.8% | -5.7% |
| YTD | +11.9% | +18.3% | -6.4% | +6.9% |
| 1Y | +12.0% | +20.9% | -8.9% | +5.9% |
| 3Y | +78.2% | +68.8% | +9.3% | +57.5% |
| All | +84.9% | +55.4% | +29.5% | +65.6% |
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