+13.5%
STM vs VLTO
+73.3%
-59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +6.5% |
| 7D | -5.6% | +2.0% | -7.6% | -6.1% |
| 30D | -14.4% | +21.8% | -36.2% | -19.8% |
| 3M | -20.5% | +20.2% | -40.7% | -25.2% |
| 6M | -24.5% | +36.3% | -60.8% | -34.0% |
| YTD | +72.7% | +18.8% | +53.9% | +63.3% |
| 1Y | +91.0% | +20.4% | +70.6% | +78.6% |
| 3Y | +13.5% | +71.9% | -58.4% | -4.6% |
| All | +13.5% | +73.3% | -59.7% | -4.6% |
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