+33.9%
TER vs VLTO
+20.2%
+13.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +13.4% |
| 7D | -5.8% | +2.0% | -7.8% | -4.3% |
| 30D | -38.9% | +21.8% | -60.7% | -27.8% |
| 3M | -35.1% | +20.2% | -55.3% | -23.4% |
| 6M | -31.6% | +36.3% | -67.9% | -13.6% |
| YTD | +27.2% | +18.8% | +8.4% | +59.4% |
| All | +33.9% | +20.2% | +13.7% | +68.0% |
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 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