-37.6%
BIDU vs VLTO
+56.3%
-94.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +3.6% | +1.6% | +1.9% | +3.3% |
| 30D | -6.6% | +22.0% | -28.5% | -10.0% |
| 3M | -27.2% | +21.9% | -49.1% | -29.9% |
| 6M | -43.5% | +36.5% | -80.0% | -47.0% |
| YTD | -39.0% | +19.0% | -58.0% | -40.7% |
| 1Y | -39.8% | +21.0% | -60.7% | -41.9% |
| 3Y | -24.8% | +69.9% | -94.6% | -36.3% |
| All | -37.6% | +56.3% | -94.0% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling