+91.8%
W vs VLTO
+55.4%
+36.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.4% |
| 30D | +3.2% | +18.7% | -15.5% | -14.6% |
| 3M | +8.3% | +21.7% | -13.4% | -12.7% |
| 6M | +84.3% | +35.8% | +48.4% | +31.1% |
| YTD | +11.0% | +18.3% | -7.2% | -7.4% |
| 1Y | -0.2% | +20.9% | -21.1% | -19.3% |
| 3Y | +157.9% | +68.8% | +89.1% | +61.5% |
| All | +91.8% | +55.4% | +36.4% | +29.3% |
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