+72.2%
VIG vs VLTO
+57.1%
+15.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | +4.9% | +20.9% | -16.0% | -0.3% |
| 3M | +2.9% | +21.4% | -18.5% | -2.3% |
| 6M | +11.2% | +37.6% | -26.4% | +1.7% |
| YTD | +16.0% | +19.5% | -3.6% | +10.4% |
| 1Y | +17.0% | +22.0% | -5.1% | +10.4% |
| 3Y | +66.9% | +70.7% | -3.8% | +48.4% |
| All | +72.2% | +57.1% | +15.1% | +54.6% |
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