+7.8%
XLP vs VLTO
-8.3%
+16.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -0.9% | -0.9% | 0.0% | -0.7% |
| 3M | +3.8% | +13.8% | -10.0% | +2.4% |
| 6M | -1.7% | +2.0% | -3.7% | -2.4% |
| YTD | +10.3% | -3.2% | +13.4% | +10.1% |
| 1Y | +7.8% | -9.2% | +17.0% | +8.7% |
| All | +7.8% | -8.3% | +16.1% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling