+36.8%
XLV vs VLTO
+26.2%
+10.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -2.6% | -1.6% | -1.1% | -2.2% |
| 30D | +0.9% | -2.9% | +3.7% | +1.7% |
| 3M | +10.0% | +12.7% | -2.7% | +6.4% |
| 6M | +10.4% | +1.6% | +8.8% | +9.7% |
| YTD | +8.9% | -4.0% | +12.9% | +9.7% |
| 1Y | +23.4% | -10.2% | +33.5% | +26.6% |
| All | +36.8% | +26.2% | +10.6% | +31.0% |
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