+70.9%
XLC vs VLTO
+57.1%
+13.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | -2.6% | +20.9% | -23.5% | -7.7% |
| 3M | -2.1% | +21.4% | -23.5% | -7.4% |
| 6M | -5.5% | +37.6% | -43.1% | -13.9% |
| YTD | -6.9% | +19.5% | -26.5% | -11.7% |
| 1Y | -3.7% | +22.0% | -25.7% | -9.4% |
| 3Y | +64.2% | +70.7% | -6.5% | +43.6% |
| All | +70.9% | +57.1% | +13.8% | +53.1% |
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