-34.4%
XE vs VLTO
+8.2%
-42.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +7.5% |
| 7D | +4.0% | -1.6% | +5.6% | +2.9% |
| 30D | -15.5% | -2.9% | -12.6% | -18.0% |
| 3M | -14.6% | +12.7% | -27.3% | -0.1% |
| All | -34.4% | +8.2% | -42.6% | -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 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 · Available span rolling