+17.1%
CI vs VLTO
+20.2%
-3.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +4.7% | +21.8% | -17.1% | -0.6% |
| 3M | +5.2% | +20.2% | -15.0% | +0.2% |
| 6M | +3.8% | +36.3% | -32.5% | -4.2% |
| YTD | +9.2% | +18.8% | -9.6% | +4.8% |
| All | +17.1% | +20.2% | -3.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling