+77.4%
T vs VLTO
+56.3%
+21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +1.6% | +0.9% | +2.4% |
| 30D | -1.1% | +22.0% | -23.0% | -2.7% |
| 3M | -7.7% | +21.9% | -29.6% | -9.2% |
| 6M | -10.6% | +36.5% | -47.1% | -12.5% |
| YTD | -7.5% | +19.0% | -26.4% | -8.7% |
| 1Y | -7.4% | +21.0% | -28.4% | -8.8% |
| 3Y | +63.1% | +69.9% | -6.8% | +62.4% |
| All | +77.4% | +56.3% | +21.1% | +73.9% |
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 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