+139.1%
VTR vs VLTO
+25.1%
+114.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.9% | -2.6% | -0.3% | -2.4% |
| 30D | -2.8% | -2.5% | -0.3% | -2.4% |
| 3M | +9.0% | +10.1% | -1.1% | +7.0% |
| 6M | +5.0% | +1.0% | +4.0% | +4.6% |
| YTD | +16.9% | -4.8% | +21.7% | +17.8% |
| 1Y | +34.3% | -9.3% | +43.6% | +36.6% |
| All | +139.1% | +25.1% | +114.0% | +129.7% |
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