+74.4%
VT vs VLTO
+54.1%
+20.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.2% | +12.0% | -16.2% | -6.7% |
| 30D | -5.8% | +20.8% | -26.6% | -10.1% |
| 3M | -5.2% | +20.1% | -25.4% | -9.5% |
| 6M | +0.1% | +32.6% | -32.5% | -7.2% |
| YTD | +8.2% | +17.3% | -9.1% | +4.0% |
| 1Y | +10.1% | +17.3% | -7.2% | +5.7% |
| 3Y | +69.7% | +66.9% | +2.8% | +51.0% |
| All | +74.4% | +54.1% | +20.2% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling