-17.3%
TRU vs VLTO
-10.6%
-6.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.1% |
| 7D | -6.5% | -2.6% | -3.9% | -4.4% |
| 30D | -2.5% | -2.5% | 0.0% | -0.4% |
| 3M | +10.4% | +10.1% | +0.3% | +3.7% |
| 6M | +1.6% | +1.0% | +0.6% | +1.2% |
| YTD | -9.7% | -4.8% | -4.9% | -5.5% |
| 1Y | -17.3% | -9.3% | -7.9% | -10.8% |
| All | -17.3% | -10.6% | -6.7% | -10.8% |
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