+43.6%
XLB vs VLTO
+57.1%
-13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | +7.2% | +20.9% | -13.7% | +0.5% |
| 3M | 0.0% | +21.4% | -21.3% | -6.5% |
| 6M | +2.3% | +37.6% | -35.3% | -8.6% |
| YTD | +18.4% | +19.5% | -1.1% | +11.0% |
| 1Y | +23.3% | +22.0% | +1.3% | +14.4% |
| 3Y | +45.2% | +70.7% | -25.5% | +24.0% |
| All | +43.6% | +57.1% | -13.5% | +24.9% |
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