+9.9%
CI vs VLTO
+56.1%
-46.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.1% | +2.0% | -1.9% | -0.3% |
| 30D | +4.7% | +21.8% | -17.1% | +0.6% |
| 3M | +5.2% | +20.2% | -15.0% | +1.4% |
| 6M | +3.8% | +36.3% | -32.5% | -2.5% |
| YTD | +9.2% | +18.8% | -9.6% | +5.1% |
| 1Y | +14.3% | +20.4% | -6.1% | +9.7% |
| 3Y | +8.4% | +71.9% | -63.5% | +0.6% |
| All | +9.9% | +56.1% | -46.2% | +2.2% |
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