+42.9%
XLP vs VLTO
+54.8%
-12.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | +0.7% | +5.4% | -4.7% | -0.4% |
| 30D | +10.3% | +22.3% | -12.1% | +5.5% |
| 3M | +6.5% | +19.6% | -13.1% | +2.4% |
| 6M | +8.4% | +35.2% | -26.8% | +1.7% |
| YTD | +18.2% | +17.9% | +0.3% | +13.7% |
| 1Y | +22.4% | +19.5% | +2.9% | +17.2% |
| 3Y | +41.9% | +73.9% | -32.0% | +28.2% |
| All | +42.9% | +54.8% | -12.0% | +30.8% |
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 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