+48.2%
VNQ vs VLTO
+56.3%
-8.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +7.1% | +22.0% | -14.9% | +0.8% |
| 3M | +0.8% | +21.9% | -21.1% | -5.2% |
| 6M | +2.2% | +36.5% | -34.3% | -7.4% |
| YTD | +12.8% | +19.0% | -6.2% | +6.6% |
| 1Y | +11.7% | +21.0% | -9.3% | +4.8% |
| 3Y | +44.5% | +69.9% | -25.4% | +24.8% |
| All | +48.2% | +56.3% | -8.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling