-59.4%
TE vs VLTO
+56.4%
-115.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.2% |
| 7D | -19.1% | +1.0% | -20.1% | -19.3% |
| 30D | -34.1% | +17.5% | -51.6% | -37.6% |
| 3M | -60.1% | +21.4% | -81.5% | -62.7% |
| 6M | -66.0% | +38.1% | -104.1% | -70.8% |
| YTD | -71.4% | +19.0% | -90.4% | -73.0% |
| 1Y | -45.3% | +20.7% | -65.9% | -49.5% |
| 3Y | +9.1% | +64.3% | -55.1% | -33.4% |
| All | -59.4% | +56.4% | -115.8% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling