+59.6%
T vs VLTO
+69.5%
-9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | +1.0% | +5.4% | -4.4% | +0.4% |
| 30D | -10.6% | +22.3% | -32.9% | -12.4% |
| 3M | -7.7% | +19.6% | -27.4% | -9.4% |
| 6M | -13.3% | +35.2% | -48.5% | -15.5% |
| YTD | -8.8% | +17.9% | -26.6% | -10.2% |
| 1Y | -8.4% | +19.5% | -27.9% | -10.0% |
| 3Y | +59.6% | +73.9% | -14.3% | +55.2% |
| All | +59.6% | +69.5% | -9.8% | +55.2% |
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