+74.4%
VYM vs VLTO
+26.2%
+48.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | -1.3% | -2.9% | +1.6% | -0.6% |
| 3M | +4.1% | +12.7% | -8.6% | +0.6% |
| 6M | +9.8% | +1.6% | +8.2% | +9.1% |
| YTD | +15.3% | -4.0% | +19.3% | +16.3% |
| 1Y | +20.0% | -10.2% | +30.2% | +23.5% |
| All | +74.4% | +26.2% | +48.3% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling