+43.2%
TER vs VLTO
+18.3%
+24.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.3% |
| 7D | -19.9% | +13.8% | -33.7% | -10.3% |
| 30D | -43.5% | +21.2% | -64.7% | -33.6% |
| 3M | -37.8% | +21.5% | -59.3% | -26.2% |
| 6M | -25.6% | +33.0% | -58.6% | -7.0% |
| YTD | +29.8% | +17.8% | +12.0% | +61.7% |
| 1Y | +43.2% | +18.1% | +25.1% | +78.5% |
| All | +43.2% | +18.3% | +24.9% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling