-31.8%
TE vs VLTO
+69.5%
-101.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -12.6% | +5.4% | -18.0% | -13.6% |
| 30D | -36.7% | +22.3% | -59.0% | -39.9% |
| 3M | -57.5% | +19.6% | -77.1% | -59.4% |
| 6M | -55.2% | +35.2% | -90.4% | -60.1% |
| YTD | -64.7% | +17.9% | -82.5% | -65.8% |
| 1Y | -35.9% | +19.5% | -55.4% | -39.2% |
| 3Y | -31.8% | +73.9% | -105.7% | -62.4% |
| All | -31.8% | +69.5% | -101.3% | -62.4% |
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 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