+7.9%
TLT vs VLTO
+54.8%
-46.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +5.4% | -5.3% | -0.3% |
| 30D | +6.2% | +22.3% | -16.1% | +4.5% |
| 3M | +0.1% | +19.6% | -19.6% | -1.4% |
| 6M | -3.0% | +35.2% | -38.1% | -5.1% |
| YTD | -2.7% | +17.9% | -20.6% | -4.0% |
| 1Y | -4.8% | +19.5% | -24.4% | -6.3% |
| 3Y | +6.9% | +73.9% | -67.0% | +3.9% |
| All | +7.9% | +54.8% | -46.9% | +3.0% |
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 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