+277.1%
TWLO vs VLTO
+55.4%
+221.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +5.6% | +0.8% | +4.8% | +5.4% |
| 30D | -24.6% | +18.7% | -43.3% | -29.0% |
| 3M | -14.0% | +21.7% | -35.7% | -19.8% |
| 6M | +10.1% | +35.8% | -25.8% | -2.5% |
| YTD | +49.2% | +18.3% | +30.9% | +40.0% |
| 1Y | +65.2% | +20.9% | +44.3% | +53.1% |
| 3Y | +260.7% | +68.8% | +191.8% | +180.2% |
| All | +277.1% | +55.4% | +221.8% | +204.6% |
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