+148.0%
TER vs VLTO
+56.1%
+91.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.6% |
| 7D | -5.8% | +2.0% | -7.8% | -6.1% |
| 30D | -38.9% | +21.8% | -60.7% | -41.9% |
| 3M | -35.1% | +20.2% | -55.3% | -38.1% |
| 6M | -31.6% | +36.3% | -67.9% | -39.2% |
| YTD | +27.2% | +18.8% | +8.4% | +21.8% |
| 1Y | +35.2% | +20.4% | +14.8% | +27.5% |
| 3Y | +192.8% | +71.9% | +120.9% | +135.8% |
| All | +148.0% | +56.1% | +91.9% | +107.6% |
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