+100.6%
XYZ vs VLTO
+54.1%
+46.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +9.2% | +12.0% | -2.8% | +2.5% |
| 30D | +9.8% | +20.8% | -11.0% | -1.3% |
| 3M | -0.2% | +20.1% | -20.3% | -10.0% |
| 6M | +18.0% | +32.6% | -14.7% | -0.2% |
| YTD | +29.1% | +17.3% | +11.8% | +17.8% |
| 1Y | +14.1% | +17.3% | -3.2% | +3.7% |
| 3Y | +72.6% | +66.9% | +5.7% | +19.2% |
| All | +100.6% | +54.1% | +46.4% | +45.6% |
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