+109.1%
XYZ vs VLTO
+54.7%
+54.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +15.0% |
| 7D | +16.5% | +13.8% | +2.7% | +8.3% |
| 30D | +15.0% | +21.2% | -6.2% | +3.1% |
| 3M | +3.5% | +21.5% | -18.0% | -7.3% |
| 6M | +21.9% | +33.0% | -11.1% | +3.0% |
| YTD | +34.6% | +17.8% | +16.8% | +22.5% |
| 1Y | +20.7% | +18.1% | +2.6% | +9.3% |
| 3Y | +80.0% | +67.6% | +12.4% | +24.0% |
| All | +109.1% | +54.7% | +54.4% | +51.5% |
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