+131.9%
XLK vs VLTO
+26.2%
+105.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | -0.1% | -2.9% | +2.8% | +0.7% |
| 3M | +2.1% | +12.7% | -10.5% | -2.3% |
| 6M | +37.2% | +1.6% | +35.6% | +36.1% |
| YTD | +30.8% | -4.0% | +34.8% | +32.4% |
| 1Y | +42.6% | -10.2% | +52.8% | +48.0% |
| All | +131.9% | +26.2% | +105.8% | +121.0% |
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