+40.0%
VMC vs VLTO
+55.4%
-15.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +15.3% | +18.7% | -3.4% | +8.1% |
| 3M | +0.3% | +21.7% | -21.4% | -6.8% |
| 6M | +0.9% | +35.8% | -35.0% | -9.9% |
| YTD | -1.0% | +18.3% | -19.3% | -7.5% |
| 1Y | -4.3% | +20.9% | -25.2% | -11.5% |
| 3Y | +35.3% | +68.8% | -33.5% | +13.5% |
| All | +40.0% | +55.4% | -15.4% | +21.1% |
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