+31.2%
TMUS vs VLTO
+57.1%
-25.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +8.2% | +1.5% | +6.7% | +7.8% |
| 30D | +13.4% | +20.9% | -7.6% | +9.4% |
| 3M | -3.0% | +21.4% | -24.4% | -6.5% |
| 6M | -8.8% | +37.6% | -46.4% | -13.5% |
| YTD | -13.8% | +19.5% | -33.4% | -16.9% |
| 1Y | -17.1% | +22.0% | -39.1% | -20.3% |
| 3Y | +22.7% | +70.7% | -48.0% | +12.2% |
| All | +31.2% | +57.1% | -25.9% | +22.7% |
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