-22.2%
BIDU vs VLTO
+27.2%
-49.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.4% |
| 7D | +2.4% | -2.3% | +4.7% | +2.9% |
| 30D | -10.5% | -0.9% | -9.6% | -10.4% |
| 3M | -26.2% | +13.8% | -40.0% | -28.4% |
| 6M | -16.4% | +2.0% | -18.4% | -16.6% |
| YTD | -23.9% | -3.2% | -20.7% | -23.1% |
| 1Y | +1.3% | -9.2% | +10.5% | +4.4% |
| All | -22.2% | +27.2% | -49.4% | -28.8% |
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 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