+58.0%
XLE vs VLTO
+54.1%
+3.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -10.3% | +12.0% | -22.3% | -11.9% |
| 30D | -3.3% | +20.8% | -24.2% | -6.2% |
| 3M | +8.2% | +20.1% | -11.9% | +5.0% |
| 6M | +5.0% | +32.6% | -27.6% | -0.1% |
| YTD | +40.6% | +17.3% | +23.3% | +37.0% |
| 1Y | +45.0% | +17.3% | +27.7% | +41.2% |
| 3Y | +56.3% | +66.9% | -10.6% | +44.7% |
| All | +58.0% | +54.1% | +3.9% | +44.4% |
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