+71.5%
XLI vs VLTO
+70.6%
+0.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.8% | +1.0% | +2.8% | +3.4% |
| 30D | +1.0% | +17.5% | -16.4% | -4.2% |
| 3M | -8.9% | +21.4% | -30.3% | -14.7% |
| 6M | -2.3% | +38.1% | -40.4% | -13.1% |
| YTD | +9.7% | +19.0% | -9.4% | +3.2% |
| 1Y | +12.3% | +20.7% | -8.3% | +4.9% |
| 3Y | +71.5% | +64.3% | +7.2% | +48.7% |
| All | +71.5% | +70.6% | +0.9% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling