+4.6%
TRMB vs VLTO
+56.1%
-51.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -17.0% | +2.0% | -19.0% | -17.9% |
| 30D | -9.0% | +21.8% | -30.8% | -18.6% |
| 3M | -8.1% | +20.2% | -28.3% | -17.2% |
| 6M | -10.1% | +36.3% | -46.4% | -24.3% |
| YTD | -30.2% | +18.8% | -49.0% | -36.9% |
| 1Y | -30.7% | +20.4% | -51.1% | -37.9% |
| 3Y | +32.6% | +71.9% | -39.3% | +1.1% |
| All | +4.6% | +56.1% | -51.6% | -17.5% |
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 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