+44.2%
XLP vs VLTO
+56.1%
-12.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.1% | +2.0% | -2.0% | -0.4% |
| 30D | +8.9% | +21.8% | -12.9% | +4.4% |
| 3M | +7.5% | +20.2% | -12.7% | +3.2% |
| 6M | +9.4% | +36.3% | -26.9% | +2.5% |
| YTD | +19.3% | +18.8% | +0.4% | +14.5% |
| 1Y | +21.7% | +20.4% | +1.3% | +16.4% |
| 3Y | +44.0% | +71.9% | -27.9% | +30.1% |
| All | +44.2% | +56.1% | -12.0% | +31.8% |
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