+109.7%
VSXY vs VLTO
+32.8%
+76.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.7% |
| 7D | +11.8% | +5.4% | +6.4% | +13.3% |
| 30D | +25.9% | +22.3% | +3.6% | +32.7% |
| 3M | +15.5% | +19.6% | -4.1% | +20.9% |
| 6M | +109.7% | +35.2% | +74.6% | +139.5% |
| All | +109.7% | +32.8% | +76.9% | +139.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling