+20.1%
SPYM vs VLTO
-8.3%
+28.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +0.1% | -0.9% | +0.9% | +0.1% |
| 3M | +2.0% | +13.8% | -11.8% | +0.4% |
| 6M | +13.1% | +2.0% | +11.1% | +13.0% |
| YTD | +13.6% | -3.2% | +16.8% | +14.4% |
| 1Y | +20.1% | -9.2% | +29.2% | +21.9% |
| All | +20.1% | -8.3% | +28.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling