+141.7%
VTRS vs VLTO
+55.4%
+86.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +9.0% | +0.8% | +8.2% | +8.7% |
| 30D | +19.8% | +18.7% | +1.1% | +12.8% |
| 3M | +29.3% | +21.7% | +7.6% | +20.6% |
| 6M | +22.2% | +35.8% | -13.7% | +9.2% |
| YTD | +69.9% | +18.3% | +51.7% | +59.0% |
| 1Y | +94.4% | +20.9% | +73.5% | +79.9% |
| 3Y | +154.8% | +68.8% | +86.0% | +128.6% |
| All | +141.7% | +55.4% | +86.3% | +117.6% |
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