+12.8%
TRU vs VLTO
+26.2%
-13.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | -7.2% | -1.6% | -5.6% | -5.9% |
| 30D | -2.8% | -2.9% | 0.0% | -0.3% |
| 3M | +13.0% | +12.7% | +0.3% | +3.1% |
| 6M | +0.7% | +1.6% | -0.9% | -0.3% |
| YTD | -9.0% | -4.0% | -5.0% | -5.7% |
| 1Y | -16.3% | -10.2% | -6.2% | -8.6% |
| All | +12.8% | +26.2% | -13.3% | -0.8% |
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 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