+69.2%
XLC vs VLTO
+55.4%
+13.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +3.1% | +0.8% | +2.3% | +2.9% |
| 30D | -4.2% | +18.7% | -22.9% | -8.8% |
| 3M | -2.1% | +21.7% | -23.8% | -7.5% |
| 6M | -6.6% | +35.8% | -42.5% | -14.6% |
| YTD | -7.8% | +18.3% | -26.1% | -12.3% |
| 1Y | -4.1% | +20.9% | -25.0% | -9.6% |
| 3Y | +62.6% | +68.8% | -6.2% | +42.7% |
| All | +69.2% | +55.4% | +13.9% | +52.1% |
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 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