+41.5%
XLB vs VLTO
+56.4%
-14.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +5.2% | +17.5% | -12.3% | -0.5% |
| 3M | +0.3% | +21.4% | -21.1% | -6.2% |
| 6M | +1.2% | +38.1% | -37.0% | -9.7% |
| YTD | +16.6% | +19.0% | -2.4% | +9.5% |
| 1Y | +21.4% | +20.7% | +0.8% | +13.2% |
| 3Y | +43.2% | +64.3% | -21.1% | +23.3% |
| All | +41.5% | +56.4% | -14.9% | +23.3% |
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 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