-22.7%
Z vs VLTO
+54.7%
-77.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.0% |
| 7D | +10.2% | +13.8% | -3.7% | +0.9% |
| 30D | +23.7% | +21.2% | +2.5% | +8.8% |
| 3M | -6.6% | +21.5% | -28.1% | -17.8% |
| 6M | -23.0% | +33.0% | -56.0% | -36.1% |
| YTD | -50.3% | +17.8% | -68.1% | -55.5% |
| 1Y | -53.6% | +18.1% | -71.7% | -58.6% |
| 3Y | -10.1% | +67.6% | -77.6% | -28.0% |
| All | -22.7% | +54.7% | -77.4% | -37.3% |
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