+44.7%
XLP vs VLTO
+54.1%
-9.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.5% | +12.0% | -8.5% | +0.9% |
| 30D | +11.6% | +20.8% | -9.3% | +7.0% |
| 3M | +7.6% | +20.1% | -12.5% | +3.4% |
| 6M | +10.0% | +32.6% | -22.6% | +3.6% |
| YTD | +19.7% | +17.3% | +2.4% | +15.3% |
| 1Y | +23.5% | +17.3% | +6.2% | +18.7% |
| 3Y | +44.0% | +66.9% | -22.9% | +30.8% |
| All | +44.7% | +54.1% | -9.4% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling