+39.2%
VMC vs VLTO
+56.4%
-17.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +15.5% | +17.5% | -2.0% | +8.7% |
| 3M | +0.6% | +21.4% | -20.8% | -6.5% |
| 6M | +2.1% | +38.1% | -36.1% | -9.4% |
| YTD | -1.6% | +19.0% | -20.6% | -8.2% |
| 1Y | -1.2% | +20.7% | -21.8% | -8.5% |
| 3Y | +35.3% | +64.3% | -29.0% | +14.3% |
| All | +39.2% | +56.4% | -17.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling