+644.7%
VSXY vs VLTO
+54.8%
+589.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | +11.8% | +5.4% | +6.4% | +9.2% |
| 30D | +25.9% | +22.3% | +3.6% | +14.4% |
| 3M | +15.5% | +19.6% | -4.1% | +6.0% |
| 6M | +109.7% | +35.2% | +74.6% | +79.8% |
| YTD | +99.5% | +17.9% | +81.6% | +84.9% |
| 1Y | +197.5% | +19.5% | +178.0% | +171.7% |
| 3Y | +453.3% | +73.9% | +379.3% | +334.1% |
| All | +644.7% | +54.8% | +589.8% | +486.1% |
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 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