+361.8%
VRT vs VLTO
+69.5%
+292.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -21.4% | +5.4% | -26.7% | -22.5% |
| 30D | -25.8% | +22.3% | -48.1% | -30.6% |
| 3M | -33.5% | +19.6% | -53.1% | -37.3% |
| 6M | -49.0% | +35.2% | -84.2% | -55.0% |
| YTD | +12.9% | +17.9% | -4.9% | +7.4% |
| 1Y | 0.0% | +19.5% | -19.5% | -5.9% |
| 3Y | +361.8% | +73.9% | +287.9% | +289.7% |
| All | +361.8% | +69.5% | +292.3% | +289.7% |
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