+83.6%
XLF vs VLTO
+54.8%
+28.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | -0.5% |
| 30D | +6.3% | +22.3% | -16.0% | -0.3% |
| 3M | -0.8% | +19.6% | -20.4% | -6.3% |
| 6M | +11.0% | +35.2% | -24.1% | +0.4% |
| YTD | +5.6% | +17.9% | -12.2% | -0.1% |
| 1Y | +10.8% | +19.5% | -8.7% | +4.1% |
| 3Y | +77.8% | +73.9% | +3.9% | +53.8% |
| All | +83.6% | +54.8% | +28.8% | +62.2% |
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 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