+40.7%
XLB vs VLTO
+54.8%
-14.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | +6.1% | +22.3% | -16.2% | -1.1% |
| 3M | 0.0% | +19.6% | -19.6% | -6.0% |
| 6M | 0.0% | +35.2% | -35.2% | -10.2% |
| YTD | +16.0% | +17.9% | -1.8% | +9.3% |
| 1Y | +24.7% | +19.5% | +5.2% | +16.6% |
| 3Y | +40.4% | +73.9% | -33.6% | +19.7% |
| All | +40.7% | +54.8% | -14.1% | +23.0% |
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