+74.7%
U vs VLTO
+56.1%
+18.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +32.3% | +2.0% | +30.3% | +30.7% |
| 30D | +9.7% | +21.8% | -12.1% | -3.9% |
| 3M | +19.6% | +20.2% | -0.6% | +5.6% |
| 6M | +82.6% | +36.3% | +46.3% | +47.0% |
| YTD | +16.4% | +18.8% | -2.4% | +3.4% |
| 1Y | +28.5% | +20.4% | +8.1% | +12.2% |
| 3Y | +103.8% | +71.9% | +31.9% | +30.8% |
| All | +74.7% | +56.1% | +18.6% | +20.0% |
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