+143.5%
VTRS vs VLTO
+56.4%
+87.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +4.6% | +1.0% | +3.6% | +4.2% |
| 30D | +19.4% | +17.5% | +1.9% | +12.8% |
| 3M | +30.8% | +21.4% | +9.4% | +22.1% |
| 6M | +21.6% | +38.1% | -16.5% | +8.0% |
| YTD | +71.2% | +19.0% | +52.1% | +59.8% |
| 1Y | +97.6% | +20.7% | +76.9% | +83.1% |
| 3Y | +163.9% | +64.3% | +99.6% | +136.4% |
| All | +143.5% | +56.4% | +87.1% | +118.7% |
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