+422.0%
TPR vs VLTO
+56.1%
+365.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.1% |
| 7D | +12.7% | +2.0% | +10.6% | +11.8% |
| 30D | +17.1% | +21.8% | -4.7% | +8.3% |
| 3M | -15.9% | +20.2% | -36.1% | -21.9% |
| 6M | +2.6% | +36.3% | -33.7% | -9.9% |
| YTD | +7.5% | +18.8% | -11.3% | +0.3% |
| 1Y | +32.9% | +20.4% | +12.5% | +22.9% |
| 3Y | +413.8% | +71.9% | +341.9% | +311.4% |
| All | +422.0% | +56.1% | +365.8% | +330.4% |
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