+86.3%
XLF vs VLTO
+56.1%
+30.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +0.7% | +2.0% | -1.3% | +0.1% |
| 30D | +6.0% | +21.8% | -15.8% | -0.5% |
| 3M | +1.0% | +20.2% | -19.2% | -4.8% |
| 6M | +14.0% | +36.3% | -22.4% | +2.8% |
| YTD | +7.2% | +18.8% | -11.7% | +1.1% |
| 1Y | +11.6% | +20.4% | -8.8% | +4.7% |
| 3Y | +81.2% | +71.9% | +9.3% | +57.0% |
| All | +86.3% | +56.1% | +30.2% | +64.1% |
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 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