+92.5%
W vs VLTO
+56.4%
+36.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | -0.3% |
| 7D | +0.2% | +1.0% | -0.8% | -0.8% |
| 30D | +6.8% | +17.5% | -10.7% | -10.5% |
| 3M | +10.7% | +21.4% | -10.7% | -10.5% |
| 6M | +86.3% | +38.1% | +48.2% | +30.2% |
| YTD | +11.5% | +19.0% | -7.6% | -7.6% |
| 1Y | +5.1% | +20.7% | -15.6% | -14.6% |
| 3Y | +171.0% | +64.3% | +106.7% | +73.6% |
| All | +92.5% | +56.4% | +36.2% | +29.0% |
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