-4.5%
XLC vs VLTO
+21.0%
-25.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +6.2% | +1.6% | +4.6% | +5.9% |
| 30D | -2.4% | +22.0% | -24.3% | -6.1% |
| 3M | -3.3% | +21.9% | -25.2% | -7.1% |
| 6M | -7.3% | +36.5% | -43.8% | -12.7% |
| YTD | -7.6% | +19.0% | -26.6% | -10.7% |
| All | -4.5% | +21.0% | -25.5% | -7.9% |
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 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 · 6 months rolling