+6.7%
TRMB vs VLTO
+55.4%
-48.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +4.1% | +0.8% | +3.3% | +3.7% |
| 30D | -7.0% | +18.7% | -25.7% | -15.6% |
| 3M | -0.9% | +21.7% | -22.6% | -11.3% |
| 6M | -1.2% | +35.8% | -37.1% | -16.7% |
| YTD | -28.7% | +18.3% | -47.0% | -35.4% |
| 1Y | -32.1% | +20.9% | -53.0% | -39.3% |
| 3Y | +33.4% | +68.8% | -35.4% | +2.5% |
| All | +6.7% | +55.4% | -48.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling