+56.1%
XRT vs VLTO
+54.8%
+1.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.9% | +5.4% | -4.5% | -1.4% |
| 30D | +7.9% | +22.3% | -14.4% | -1.1% |
| 3M | -0.2% | +19.6% | -19.8% | -7.7% |
| 6M | +5.6% | +35.2% | -29.6% | -7.8% |
| YTD | +5.7% | +17.9% | -12.2% | -2.0% |
| 1Y | +14.6% | +19.5% | -4.9% | +5.3% |
| 3Y | +50.7% | +73.9% | -23.2% | +20.9% |
| All | +56.1% | +54.8% | +1.2% | +29.1% |
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