-28.0%
BIDU vs VLTO
+25.1%
-53.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -2.4% | -2.6% | +0.1% | -2.0% |
| 30D | -16.0% | -2.5% | -13.5% | -15.6% |
| 3M | -24.0% | +10.1% | -34.1% | -25.7% |
| 6M | -24.9% | +1.0% | -25.9% | -25.0% |
| YTD | -29.6% | -4.8% | -24.8% | -28.6% |
| 1Y | -15.2% | -9.3% | -5.8% | -12.7% |
| All | -28.0% | +25.1% | -53.1% | -33.9% |
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