-19.0%
TEAM vs VLTO
+54.8%
-73.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.5% | -16.6% | -16.4% |
| 7D | -19.8% | +5.4% | -25.2% | -21.9% |
| 30D | -21.5% | +22.3% | -43.8% | -29.4% |
| 3M | +39.5% | +19.6% | +19.9% | +27.2% |
| 6M | +73.1% | +35.2% | +37.9% | +49.4% |
| YTD | -5.2% | +17.9% | -23.1% | -13.0% |
| 1Y | -1.6% | +19.5% | -21.1% | -10.3% |
| 3Y | -11.4% | +73.9% | -85.4% | -32.1% |
| All | -19.0% | +54.8% | -73.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling