+37.9%
VSH vs VLTO
+27.2%
+10.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.0% |
| 7D | +4.1% | -2.3% | +6.3% | +4.9% |
| 30D | -4.2% | -0.9% | -3.3% | -4.0% |
| 3M | -50.0% | +13.8% | -63.8% | -54.1% |
| 6M | +80.2% | +2.0% | +78.2% | +75.9% |
| YTD | +121.1% | -3.2% | +124.3% | +122.8% |
| 1Y | +112.0% | -9.2% | +121.2% | +122.5% |
| All | +37.9% | +27.2% | +10.7% | +24.5% |
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