+421.8%
VSXY vs VLTO
+25.1%
+396.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -10.7% | -2.6% | -8.2% | -9.7% |
| 30D | -24.3% | -2.5% | -21.8% | -23.4% |
| 3M | +1.0% | +10.1% | -9.1% | -4.1% |
| 6M | +57.4% | +1.0% | +56.4% | +56.4% |
| YTD | +39.8% | -4.8% | +44.6% | +43.6% |
| 1Y | +196.5% | -9.3% | +205.8% | +213.1% |
| All | +421.8% | +25.1% | +396.8% | +355.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling