+25.3%
VLTO vs SPY
+88.7%
-63.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +13.8% | +2.0% | +11.8% | +12.2% |
| 6M | +2.0% | +13.0% | -11.0% | -6.5% |
| YTD | -3.2% | +13.5% | -16.7% | -11.5% |
| 1Y | -9.2% | +20.0% | -29.1% | -20.4% |
| All | +25.3% | +88.7% | -63.4% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling