+38.1%
VMC vs VLTO
+71.3%
-33.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.3% | +1.5% | -5.8% | -4.8% |
| 30D | +16.2% | +20.9% | -4.7% | +8.0% |
| 3M | -0.8% | +21.4% | -22.2% | -8.0% |
| 6M | +1.2% | +37.6% | -36.4% | -10.5% |
| YTD | +0.5% | +19.5% | -19.1% | -6.7% |
| 1Y | -2.9% | +22.0% | -24.9% | -10.7% |
| All | +38.1% | +71.3% | -33.2% | +17.7% |
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