+23.4%
STM vs VLTO
+27.2%
-3.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +5.8% | -2.3% | +8.1% | +6.7% |
| 30D | -1.0% | -0.9% | -0.1% | -0.8% |
| 3M | -33.3% | +13.8% | -47.1% | -38.3% |
| 6M | +57.4% | +2.0% | +55.4% | +54.7% |
| YTD | +102.2% | -3.2% | +105.4% | +104.2% |
| 1Y | +99.6% | -9.2% | +108.8% | +109.3% |
| All | +23.4% | +27.2% | -3.8% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling