+420.7%
VSXY vs VLTO
+27.2%
+393.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | -14.0% | -2.3% | -11.7% | -13.1% |
| 30D | -15.9% | -0.9% | -15.0% | -15.6% |
| 3M | +3.4% | +13.8% | -10.4% | -3.5% |
| 6M | +25.9% | +2.0% | +23.9% | +24.7% |
| YTD | +39.5% | -3.2% | +42.7% | +42.2% |
| 1Y | +194.4% | -9.2% | +203.5% | +211.5% |
| All | +420.7% | +27.2% | +393.6% | +350.5% |
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