+89.5%
SPYG vs VLTO
+69.5%
+20.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.6% | +5.4% | -9.0% | -4.8% |
| 30D | -11.2% | +22.3% | -33.5% | -15.6% |
| 3M | -8.1% | +19.6% | -27.7% | -12.2% |
| 6M | -3.3% | +35.2% | -38.4% | -11.4% |
| YTD | +5.5% | +17.9% | -12.3% | +1.3% |
| 1Y | +7.0% | +19.5% | -12.6% | +1.9% |
| 3Y | +89.5% | +73.9% | +15.6% | +71.0% |
| All | +89.5% | +69.5% | +20.0% | +71.0% |
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