-22.0%
VST vs VLTO
+21.9%
-43.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.0% |
| 7D | +6.6% | +1.0% | +5.6% | +6.8% |
| 30D | -12.4% | +17.5% | -29.8% | -9.6% |
| 3M | -9.0% | +21.4% | -30.4% | -5.8% |
| 6M | -6.4% | +38.1% | -44.6% | -3.9% |
| YTD | -17.2% | +19.0% | -36.2% | -11.8% |
| 1Y | -22.0% | +20.7% | -42.7% | -16.4% |
| All | -22.0% | +21.9% | -43.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling