+52.6%
VLTO vs SPY
+80.6%
-28.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +5.4% | -2.7% | +8.1% | +6.9% |
| 30D | +22.3% | -5.4% | +27.7% | +25.9% |
| 3M | +19.6% | -4.1% | +23.7% | +22.1% |
| 6M | +35.2% | +0.7% | +34.4% | +33.3% |
| YTD | +17.9% | +8.7% | +9.2% | +10.1% |
| 1Y | +19.5% | +10.9% | +8.6% | +10.0% |
| 3Y | +73.9% | +75.0% | -1.1% | +1.7% |
| All | +52.6% | +80.6% | -28.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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