+81.5%
VTV vs VLTO
+57.1%
+24.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | +3.9% | +20.9% | -17.1% | -1.1% |
| 3M | +2.6% | +21.4% | -18.8% | -2.5% |
| 6M | +11.5% | +37.6% | -26.1% | +2.2% |
| YTD | +22.3% | +19.5% | +2.7% | +16.5% |
| 1Y | +24.5% | +22.0% | +2.5% | +17.7% |
| 3Y | +78.8% | +70.7% | +8.1% | +58.9% |
| All | +81.5% | +57.1% | +24.4% | +62.8% |
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