+6.1%
TLT vs VLTO
+73.3%
-67.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.3% | +2.0% | -1.8% | +0.1% |
| 30D | +5.1% | +21.8% | -16.7% | +3.3% |
| 3M | -0.2% | +20.2% | -20.4% | -1.8% |
| 6M | -2.9% | +36.3% | -39.2% | -5.4% |
| YTD | -2.7% | +18.8% | -21.5% | -4.2% |
| 1Y | -4.6% | +20.4% | -25.0% | -6.2% |
| 3Y | +6.1% | +71.9% | -65.8% | +5.5% |
| All | +6.1% | +73.3% | -67.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling