+5.0%
TLT vs VLTO
+56.4%
-51.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +1.0% | +17.5% | -16.4% | -0.2% |
| 3M | -2.7% | +21.4% | -24.1% | -4.2% |
| 6M | -4.1% | +38.1% | -42.3% | -6.4% |
| YTD | -5.4% | +19.0% | -24.4% | -6.7% |
| 1Y | -7.0% | +20.7% | -27.7% | -8.5% |
| 3Y | +2.8% | +64.3% | -61.4% | -0.1% |
| All | +5.0% | +56.4% | -51.4% | +0.1% |
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