+35.6%
XLV vs VLTO
+23.4%
+12.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | -4.4% | -4.5% | +0.1% | -3.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +8.9% | +13.3% | -4.4% | +5.2% |
| 6M | +9.1% | +2.1% | +7.0% | +8.3% |
| YTD | +7.9% | -6.1% | +14.0% | +9.4% |
| 1Y | +22.7% | -11.4% | +34.1% | +26.4% |
| All | +35.6% | +23.4% | +12.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling