-56.1%
TE vs VLTO
+56.3%
-112.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -26.9% | +1.6% | -28.5% | -27.2% |
| 30D | -38.9% | +22.0% | -60.9% | -42.9% |
| 3M | -61.0% | +21.9% | -82.9% | -63.6% |
| 6M | -66.4% | +36.5% | -102.9% | -70.9% |
| YTD | -69.0% | +19.0% | -88.0% | -70.8% |
| 1Y | -54.0% | +21.0% | -75.0% | -57.7% |
| 3Y | +38.0% | +69.9% | -31.9% | -18.4% |
| All | -56.1% | +56.3% | -112.4% | -72.1% |
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