+268.9%
VST vs VLTO
+54.1%
+214.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | -19.9% | +12.0% | -31.9% | -22.2% |
| 30D | -29.7% | +20.8% | -50.5% | -33.3% |
| 3M | -19.6% | +20.1% | -39.7% | -23.6% |
| 6M | -29.4% | +32.6% | -62.0% | -35.7% |
| YTD | -29.7% | +17.3% | -47.0% | -32.6% |
| 1Y | -40.0% | +17.3% | -57.3% | -42.6% |
| 3Y | +231.0% | +66.9% | +164.1% | +206.8% |
| All | +268.9% | +54.1% | +214.8% | +242.2% |
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