+70.7%
VWO vs VLTO
+24.3%
+46.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | -0.1% | -2.7% | +2.6% | +0.4% |
| 3M | +2.2% | +14.0% | -11.8% | -0.9% |
| 6M | +8.8% | +3.3% | +5.5% | +7.8% |
| YTD | +12.4% | -5.4% | +17.8% | +13.5% |
| 1Y | +15.6% | -13.3% | +28.9% | +19.3% |
| All | +70.7% | +24.3% | +46.4% | +63.2% |
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