-65.6%
XE vs VLTO
+32.7%
-98.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.6% | -9.1% | -8.1% |
| 7D | -12.9% | +13.8% | -26.7% | -4.5% |
| 30D | -30.3% | +21.2% | -51.4% | -20.4% |
| 3M | -45.9% | +21.5% | -67.4% | -38.6% |
| 6M | -66.2% | +33.0% | -99.2% | -58.3% |
| All | -65.6% | +32.7% | -98.3% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling