+64.2%
XLC vs VLTO
+54.1%
+10.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +3.1% | +12.0% | -8.9% | -0.2% |
| 30D | -6.5% | +20.8% | -27.4% | -11.5% |
| 3M | -5.6% | +20.1% | -25.7% | -10.5% |
| 6M | -9.2% | +32.6% | -41.9% | -16.5% |
| YTD | -10.6% | +17.3% | -27.9% | -14.8% |
| 1Y | -6.9% | +17.3% | -24.2% | -11.4% |
| 3Y | +59.9% | +66.9% | -7.0% | +40.7% |
| All | +64.2% | +54.1% | +10.1% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling