+44.4%
VMC vs VLTO
+56.1%
-11.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.6% |
| 30D | +18.3% | +21.8% | -3.5% | +10.0% |
| 3M | +1.9% | +20.2% | -18.4% | -4.9% |
| 6M | +2.4% | +36.3% | -33.9% | -8.7% |
| YTD | +2.1% | +18.8% | -16.8% | -4.8% |
| 1Y | +1.5% | +20.4% | -18.9% | -5.9% |
| 3Y | +41.5% | +71.9% | -30.5% | +18.0% |
| All | +44.4% | +56.1% | -11.8% | +24.6% |
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