-53.6%
Z vs VLTO
+18.3%
-71.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.1% |
| 7D | +10.2% | +13.8% | -3.7% | +1.8% |
| 30D | +23.7% | +21.2% | +2.5% | +10.4% |
| 3M | -6.6% | +21.5% | -28.1% | -16.6% |
| 6M | -23.0% | +33.0% | -56.0% | -34.0% |
| YTD | -50.3% | +17.8% | -68.1% | -54.7% |
| 1Y | -53.6% | +18.1% | -71.7% | -57.6% |
| All | -53.6% | +18.3% | -71.9% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling