+120.0%
TER vs VLTO
+54.8%
+65.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -20.5% | +5.4% | -25.9% | -21.3% |
| 30D | -47.0% | +22.3% | -69.3% | -49.7% |
| 3M | -43.3% | +19.6% | -62.9% | -45.9% |
| 6M | -42.9% | +35.2% | -78.1% | -49.3% |
| YTD | +12.9% | +17.9% | -5.0% | +8.2% |
| 1Y | +18.2% | +19.5% | -1.3% | +11.5% |
| 3Y | +151.8% | +73.9% | +77.9% | +101.3% |
| All | +120.0% | +54.8% | +65.2% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling