+99.3%
SPYG vs VLTO
+55.4%
+43.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | -7.4% | +18.7% | -26.1% | -11.2% |
| 3M | -5.3% | +21.7% | -27.0% | -9.8% |
| 6M | -1.2% | +35.8% | -37.0% | -9.2% |
| YTD | +9.0% | +18.3% | -9.3% | +4.5% |
| 1Y | +8.8% | +20.9% | -12.1% | +3.4% |
| 3Y | +92.8% | +68.8% | +23.9% | +71.5% |
| All | +99.3% | +55.4% | +43.9% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling