+6.6%
TLT vs VLTO
+56.3%
-49.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | +3.7% | +22.0% | -18.2% | +2.1% |
| 3M | -0.7% | +21.9% | -22.6% | -2.2% |
| 6M | -4.2% | +36.5% | -40.7% | -6.4% |
| YTD | -4.0% | +19.0% | -23.0% | -5.3% |
| 1Y | -5.8% | +21.0% | -26.8% | -7.3% |
| 3Y | +4.1% | +69.9% | -65.8% | +1.1% |
| All | +6.6% | +56.3% | -49.8% | +1.6% |
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