+74.8%
VT vs VLTO
+54.8%
+19.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | -2.3% | +5.4% | -7.7% | -3.5% |
| 30D | -5.0% | +22.3% | -27.3% | -9.5% |
| 3M | -4.9% | +19.6% | -24.5% | -9.0% |
| 6M | -1.5% | +35.2% | -36.7% | -9.2% |
| YTD | +8.5% | +17.9% | -9.4% | +4.1% |
| 1Y | +11.4% | +19.5% | -8.1% | +6.2% |
| 3Y | +70.1% | +73.9% | -3.8% | +50.1% |
| All | +74.8% | +54.8% | +19.9% | +57.4% |
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