+76.1%
XLI vs VLTO
+56.1%
+20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | -0.5% | +2.0% | -2.5% | -1.1% |
| 30D | -0.2% | +21.8% | -22.0% | -6.3% |
| 3M | -8.6% | +20.2% | -28.8% | -13.9% |
| 6M | -2.0% | +36.3% | -38.3% | -11.9% |
| YTD | +9.7% | +18.8% | -9.1% | +3.5% |
| 1Y | +11.4% | +20.4% | -9.0% | +4.4% |
| 3Y | +74.2% | +71.9% | +2.3% | +49.5% |
| All | +76.1% | +56.1% | +20.0% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling