+47.4%
TER vs VLTO
+21.9%
+25.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -4.9% |
| 7D | +14.4% | +1.0% | +13.4% | +15.2% |
| 30D | -30.6% | +17.5% | -48.0% | -20.1% |
| 3M | -39.2% | +21.4% | -60.6% | -27.8% |
| 6M | -31.3% | +38.1% | -69.4% | -13.1% |
| YTD | +29.1% | +19.0% | +10.1% | +62.3% |
| 1Y | +47.4% | +20.7% | +26.8% | +85.5% |
| All | +47.4% | +21.9% | +25.5% | +85.5% |
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