-58.7%
Z vs VLTO
-8.3%
-50.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.2% |
| 7D | -3.0% | -2.3% | -0.7% | -1.7% |
| 30D | -4.2% | -0.9% | -3.3% | -3.6% |
| 3M | -3.7% | +13.8% | -17.5% | -9.2% |
| 6M | -24.5% | +2.0% | -26.5% | -25.1% |
| YTD | -49.3% | -3.2% | -46.1% | -47.8% |
| 1Y | -58.7% | -9.2% | -49.5% | -54.5% |
| All | -58.7% | -8.3% | -50.4% | -54.5% |
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 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