+199.0%
VLO vs VLTO
+69.5%
+129.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -13.3% | +5.4% | -18.7% | -14.2% |
| 30D | -18.3% | +22.3% | -40.6% | -21.6% |
| 3M | +14.3% | +19.6% | -5.3% | +10.1% |
| 6M | +47.6% | +35.2% | +12.5% | +37.4% |
| YTD | +116.0% | +17.9% | +98.1% | +108.3% |
| 1Y | +101.0% | +19.5% | +81.5% | +92.5% |
| 3Y | +199.0% | +73.9% | +125.1% | +158.5% |
| All | +199.0% | +69.5% | +129.5% | +158.5% |
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