-30.9%
Z vs VLTO
+54.1%
-85.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.4% |
| 7D | -2.3% | +12.0% | -14.3% | -9.5% |
| 30D | +9.4% | +20.8% | -11.5% | -3.6% |
| 3M | -16.1% | +20.1% | -36.2% | -25.6% |
| 6M | -30.4% | +32.6% | -63.1% | -42.1% |
| YTD | -55.6% | +17.3% | -72.9% | -60.1% |
| 1Y | -58.5% | +17.3% | -75.8% | -62.8% |
| 3Y | -19.6% | +66.9% | -86.5% | -35.5% |
| All | -30.9% | +54.1% | -85.0% | -43.8% |
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