+69.6%
XLU vs VLTO
+56.4%
+13.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +5.6% | +17.5% | -11.9% | +2.6% |
| 3M | +0.7% | +21.4% | -20.7% | -2.7% |
| 6M | -0.1% | +38.1% | -38.2% | -5.7% |
| YTD | +5.3% | +19.0% | -13.7% | +2.0% |
| 1Y | +2.2% | +20.7% | -18.5% | -1.4% |
| 3Y | +61.6% | +64.3% | -2.7% | +49.7% |
| All | +69.6% | +56.4% | +13.3% | +58.4% |
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