+28.3%
TRMB vs VLTO
+68.7%
-40.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -17.9% | +12.0% | -29.9% | -23.1% |
| 30D | -12.0% | +20.8% | -32.8% | -21.1% |
| 3M | -8.4% | +20.1% | -28.6% | -17.6% |
| 6M | -21.5% | +32.6% | -54.2% | -33.1% |
| YTD | -31.5% | +17.3% | -48.9% | -37.8% |
| 1Y | -33.4% | +17.3% | -50.7% | -39.6% |
| All | +28.3% | +68.7% | -40.4% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling