+64.2%
XLU vs VLTO
+25.1%
+39.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | -0.4% | -2.5% | +2.0% | 0.0% |
| 3M | -1.7% | +10.1% | -11.8% | -3.6% |
| 6M | -7.1% | +1.0% | -8.1% | -7.4% |
| YTD | +1.9% | -4.8% | +6.7% | +2.7% |
| 1Y | +6.1% | -9.3% | +15.4% | +8.1% |
| All | +64.2% | +25.1% | +39.1% | +59.5% |
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