+86.1%
SPYM vs VLTO
+25.1%
+61.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.3% |
| 30D | -1.4% | -2.5% | +1.1% | -0.7% |
| 3M | +3.7% | +10.1% | -6.4% | +0.5% |
| 6M | +13.0% | +1.0% | +12.0% | +12.4% |
| YTD | +12.5% | -4.8% | +17.3% | +13.8% |
| 1Y | +18.6% | -9.3% | +27.9% | +21.9% |
| All | +86.1% | +25.1% | +61.0% | +76.9% |
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