+76.4%
T vs VLTO
+54.1%
+22.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.3% | +12.0% | -7.7% | +3.3% |
| 30D | -9.7% | +20.8% | -30.5% | -11.1% |
| 3M | -4.3% | +20.1% | -24.4% | -5.7% |
| 6M | -13.7% | +32.6% | -46.3% | -15.3% |
| YTD | -8.0% | +17.3% | -25.3% | -9.1% |
| 1Y | -6.9% | +17.3% | -24.2% | -8.0% |
| 3Y | +59.7% | +66.9% | -7.2% | +59.2% |
| All | +76.4% | +54.1% | +22.3% | +73.2% |
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 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