+7.4%
TE vs VLTO
+26.2%
-18.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.3% |
| 7D | +18.2% | -1.6% | +19.8% | +18.9% |
| 30D | -13.5% | -2.9% | -10.6% | -12.5% |
| 3M | -44.6% | +12.7% | -57.3% | -48.8% |
| 6M | -24.7% | +1.6% | -26.3% | -26.1% |
| YTD | -24.3% | -4.0% | -20.3% | -23.0% |
| 1Y | +155.6% | -10.2% | +165.7% | +172.3% |
| All | +7.4% | +26.2% | -18.7% | -26.4% |
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