+427.0%
VRT vs VLTO
+56.1%
+370.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.4% |
| 7D | -10.6% | +2.0% | -12.6% | -11.1% |
| 30D | -17.4% | +21.8% | -39.2% | -23.0% |
| 3M | -26.4% | +20.2% | -46.6% | -31.1% |
| 6M | -41.0% | +36.3% | -77.3% | -48.4% |
| YTD | +23.8% | +18.8% | +5.0% | +16.6% |
| 1Y | +11.6% | +20.4% | -8.8% | +4.0% |
| 3Y | +403.5% | +71.9% | +331.6% | +290.5% |
| All | +427.0% | +56.1% | +370.8% | +345.4% |
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