+42.9%
XLY vs VLTO
+23.4%
+19.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.9% | -4.5% | +0.7% | -2.2% |
| 30D | -6.1% | -4.6% | -1.5% | -4.5% |
| 3M | -1.2% | +13.3% | -14.4% | -6.0% |
| 6M | -1.8% | +2.1% | -3.9% | -2.9% |
| YTD | -5.9% | -6.1% | +0.2% | -3.9% |
| 1Y | -3.1% | -11.4% | +8.3% | +1.2% |
| All | +42.9% | +23.4% | +19.5% | +32.4% |
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