+25.6%
ADSK vs VLTO
+57.1%
-31.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -3.7% | +1.5% | -5.2% | -4.5% |
| 30D | +11.3% | +20.9% | -9.6% | +0.9% |
| 3M | +3.3% | +21.4% | -18.0% | -6.5% |
| 6M | +10.1% | +37.6% | -27.4% | -6.0% |
| YTD | -12.2% | +19.5% | -31.7% | -20.5% |
| 1Y | -13.9% | +22.0% | -35.9% | -22.8% |
| 3Y | +23.5% | +70.7% | -47.2% | -0.8% |
| All | +25.6% | +57.1% | -31.5% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling