+11.8%
TRU vs VLTO
+23.4%
-11.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +1.0% |
| 7D | -9.4% | -4.5% | -4.9% | -5.8% |
| 30D | -4.1% | -4.6% | +0.5% | -0.2% |
| 3M | +13.6% | +13.3% | +0.3% | +3.3% |
| 6M | +3.6% | +2.1% | +1.5% | +2.1% |
| YTD | -9.8% | -6.1% | -3.8% | -4.9% |
| 1Y | -13.6% | -11.4% | -2.3% | -4.6% |
| All | +11.8% | +23.4% | -11.6% | +0.1% |
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