+16.5%
VSH vs VLTO
+56.3%
-39.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -21.3% | +22.0% | -43.3% | -26.1% |
| 3M | -18.9% | +21.9% | -40.8% | -24.0% |
| 6M | -21.4% | +36.5% | -57.9% | -31.7% |
| YTD | +86.8% | +19.0% | +67.9% | +76.1% |
| 1Y | +85.8% | +21.0% | +64.8% | +72.8% |
| 3Y | +30.1% | +69.9% | -39.7% | +8.7% |
| All | +16.5% | +56.3% | -39.8% | -1.6% |
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