+114.5%
TER vs VLTO
+54.1%
+60.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.2% |
| 7D | -28.2% | +12.0% | -40.2% | -30.0% |
| 30D | -50.6% | +20.8% | -71.4% | -52.9% |
| 3M | -45.3% | +20.1% | -65.5% | -48.0% |
| 6M | -40.4% | +32.6% | -73.0% | -46.6% |
| YTD | +10.0% | +17.3% | -7.3% | +5.6% |
| 1Y | +13.6% | +17.3% | -3.7% | +8.5% |
| 3Y | +145.2% | +66.9% | +78.3% | +99.5% |
| All | +114.5% | +54.1% | +60.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling