+79.5%
SPY vs VLTO
+54.8%
+24.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +5.4% | -8.1% | -4.0% |
| 30D | -5.4% | +22.3% | -27.7% | -10.4% |
| 3M | -4.1% | +19.6% | -23.7% | -8.6% |
| 6M | +0.7% | +35.2% | -34.4% | -7.8% |
| YTD | +8.7% | +17.9% | -9.2% | +3.9% |
| 1Y | +10.9% | +19.5% | -8.6% | +5.3% |
| 3Y | +75.0% | +73.9% | +1.1% | +53.9% |
| All | +79.5% | +54.8% | +24.7% | +60.9% |
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