+86.9%
VUG vs VLTO
+56.3%
+30.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | -8.9% | +22.0% | -30.8% | -13.6% |
| 3M | -5.9% | +21.9% | -27.8% | -10.9% |
| 6M | -3.3% | +36.5% | -39.8% | -11.9% |
| YTD | +3.4% | +19.0% | -15.6% | -1.4% |
| 1Y | +1.9% | +21.0% | -19.1% | -3.6% |
| 3Y | +76.9% | +69.9% | +7.0% | +55.1% |
| All | +86.9% | +56.3% | +30.5% | +66.7% |
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