+20.9%
VSH vs VLTO
+55.4%
-34.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.3% |
| 7D | +26.2% | +0.8% | +25.4% | +26.0% |
| 30D | -12.5% | +18.7% | -31.2% | -17.0% |
| 3M | -16.9% | +21.7% | -38.6% | -22.1% |
| 6M | -17.0% | +35.8% | -52.8% | -27.7% |
| YTD | +93.8% | +18.3% | +75.6% | +83.0% |
| 1Y | +99.3% | +20.9% | +78.4% | +85.1% |
| 3Y | +35.0% | +68.8% | -33.9% | +13.0% |
| All | +20.9% | +55.4% | -34.5% | +2.3% |
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