+99.1%
TOST vs VLTO
+54.8%
+44.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +9.4% | +5.4% | +4.0% | +5.9% |
| 30D | +13.5% | +22.3% | -8.8% | -0.5% |
| 3M | -0.1% | +19.6% | -19.8% | -11.2% |
| 6M | +22.5% | +35.2% | -12.7% | +0.4% |
| YTD | -2.4% | +17.9% | -20.2% | -12.5% |
| 1Y | -4.7% | +19.5% | -24.2% | -15.6% |
| 3Y | +103.2% | +73.9% | +29.3% | +49.2% |
| All | +99.1% | +54.8% | +44.3% | +51.2% |
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