-58.2%
TE vs VLTO
+55.4%
-113.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.4% | -7.2% |
| 7D | -13.6% | +0.8% | -14.4% | -13.8% |
| 30D | -37.7% | +18.7% | -56.3% | -41.1% |
| 3M | -59.8% | +21.7% | -81.5% | -62.5% |
| 6M | -66.3% | +35.8% | -102.2% | -70.8% |
| YTD | -70.5% | +18.3% | -88.8% | -72.1% |
| 1Y | -48.8% | +20.9% | -69.7% | -53.1% |
| 3Y | +31.3% | +68.8% | -37.5% | -22.2% |
| All | -58.2% | +55.4% | -113.5% | -73.3% |
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