-31.4%
TRMB vs VLTO
+20.2%
-51.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.7% |
| 7D | -17.0% | +2.0% | -19.0% | -17.8% |
| 30D | -9.0% | +21.8% | -30.8% | -17.5% |
| 3M | -8.1% | +20.2% | -28.3% | -16.2% |
| 6M | -10.1% | +36.3% | -46.4% | -22.1% |
| YTD | -30.2% | +18.8% | -49.0% | -36.4% |
| All | -31.4% | +20.2% | -51.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling