+91.0%
SPYG vs VLTO
+70.6%
+20.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | +2.3% | +1.0% | +1.4% | +2.1% |
| 30D | -6.5% | +17.5% | -23.9% | -10.2% |
| 3M | -6.8% | +21.4% | -28.2% | -11.4% |
| 6M | -3.1% | +38.1% | -41.3% | -11.9% |
| YTD | +8.0% | +19.0% | -11.0% | +3.4% |
| 1Y | +10.2% | +20.7% | -10.4% | +4.8% |
| 3Y | +91.0% | +64.3% | +26.7% | +73.0% |
| All | +91.0% | +70.6% | +20.4% | +73.0% |
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