+207.0%
VLO vs VLTO
+57.1%
+149.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -16.6% | +20.9% | -37.5% | -19.7% |
| 3M | +12.3% | +21.4% | -9.1% | +8.0% |
| 6M | +47.8% | +37.6% | +10.3% | +37.5% |
| YTD | +126.7% | +19.5% | +107.2% | +118.2% |
| 1Y | +105.4% | +22.0% | +83.4% | +95.9% |
| 3Y | +222.0% | +70.7% | +151.3% | +186.8% |
| All | +207.0% | +57.1% | +149.9% | +177.0% |
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