-5.3%
TENB vs VLTO
+56.3%
-61.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -10.8% | +1.6% | -12.4% | -11.3% |
| 30D | +0.9% | +22.0% | -21.1% | -6.8% |
| 3M | +14.3% | +21.9% | -7.6% | +5.6% |
| 6M | +92.2% | +36.5% | +55.7% | +68.9% |
| YTD | +78.3% | +19.0% | +59.3% | +65.9% |
| 1Y | +49.5% | +21.0% | +28.6% | +38.1% |
| 3Y | +12.2% | +69.9% | -57.7% | -2.3% |
| All | -5.3% | +56.3% | -61.6% | -12.0% |
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