+43.6%
XLE vs VLTO
+18.3%
+25.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -12.0% | +5.4% | -17.4% | -11.6% |
| 30D | -2.7% | +22.3% | -25.1% | -1.2% |
| 3M | +6.6% | +19.6% | -13.0% | +8.1% |
| 6M | +9.5% | +35.2% | -25.6% | +11.8% |
| YTD | +40.6% | +17.9% | +22.7% | +41.6% |
| 1Y | +43.6% | +19.5% | +24.1% | +45.2% |
| All | +43.6% | +18.3% | +25.3% | +45.2% |
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