-1.3%
STM vs VLTO
+54.8%
-56.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.3% |
| 7D | -10.7% | +5.4% | -16.1% | -12.2% |
| 30D | -25.7% | +22.3% | -48.1% | -30.8% |
| 3M | -21.6% | +19.6% | -41.2% | -26.4% |
| 6M | -27.8% | +35.2% | -63.0% | -37.1% |
| YTD | +61.8% | +17.9% | +43.9% | +52.5% |
| 1Y | +78.1% | +19.5% | +58.6% | +66.0% |
| 3Y | +4.9% | +73.9% | -69.0% | -17.9% |
| All | -1.3% | +54.8% | -56.1% | -18.8% |
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