+101.0%
W vs VLTO
+56.1%
+44.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.7% |
| 7D | +3.3% | +2.0% | +1.3% | +1.3% |
| 30D | +10.5% | +21.8% | -11.3% | -11.1% |
| 3M | +9.6% | +20.2% | -10.6% | -10.4% |
| 6M | +76.4% | +36.3% | +40.0% | +25.0% |
| YTD | +16.4% | +18.8% | -2.4% | -3.4% |
| 1Y | +9.3% | +20.4% | -11.1% | -11.1% |
| 3Y | +172.8% | +71.9% | +100.9% | +67.8% |
| All | +101.0% | +56.1% | +44.9% | +34.9% |
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