+3.5%
TRMB vs VLTO
+54.8%
-51.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -16.7% | +5.4% | -22.1% | -19.1% |
| 30D | -9.9% | +22.3% | -32.2% | -19.6% |
| 3M | -7.6% | +19.6% | -27.2% | -16.5% |
| 6M | -14.7% | +35.2% | -49.8% | -27.9% |
| YTD | -30.9% | +17.9% | -48.8% | -37.3% |
| 1Y | -31.3% | +19.5% | -50.9% | -38.3% |
| 3Y | +29.4% | +73.9% | -44.5% | -1.8% |
| All | +3.5% | +54.8% | -51.4% | -18.0% |
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