+76.0%
XLI vs VLTO
+56.4%
+19.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | +1.0% | +17.5% | -16.4% | -4.0% |
| 3M | -8.9% | +21.4% | -30.3% | -14.5% |
| 6M | -2.3% | +38.1% | -40.4% | -12.6% |
| YTD | +9.7% | +19.0% | -9.4% | +3.4% |
| 1Y | +12.3% | +20.7% | -8.3% | +5.1% |
| 3Y | +71.5% | +64.3% | +7.2% | +48.6% |
| All | +76.0% | +56.4% | +19.6% | +54.0% |
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