+62.1%
XLU vs VLTO
+24.3%
+37.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -3.3% | -2.7% | -0.6% | -2.9% |
| 3M | -3.2% | +14.0% | -17.2% | -5.5% |
| 6M | -7.0% | +3.3% | -10.3% | -7.6% |
| YTD | +0.6% | -5.4% | +6.0% | +1.5% |
| 1Y | +2.4% | -13.3% | +15.7% | +5.4% |
| All | +62.1% | +24.3% | +37.8% | +57.6% |
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