+93.6%
W vs VLTO
+56.3%
+37.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.9% |
| 7D | +1.1% | +1.6% | -0.5% | -0.5% |
| 30D | +6.4% | +22.0% | -15.5% | -14.5% |
| 3M | +9.0% | +21.9% | -12.9% | -12.3% |
| 6M | +69.8% | +36.5% | +33.3% | +20.2% |
| YTD | +12.1% | +19.0% | -6.9% | -7.1% |
| 1Y | 0.0% | +21.0% | -21.0% | -19.1% |
| 3Y | +160.3% | +69.9% | +90.5% | +62.0% |
| All | +93.6% | +56.3% | +37.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling