+17.1%
CI vs VLTO
+18.3%
-1.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.6% | +5.4% | -6.9% | -2.9% |
| 30D | +5.4% | +22.3% | -16.9% | 0.0% |
| 3M | +7.3% | +19.6% | -12.4% | +2.2% |
| 6M | +5.3% | +35.2% | -29.9% | -2.7% |
| YTD | +8.5% | +17.9% | -9.4% | +4.3% |
| 1Y | +17.1% | +19.5% | -2.4% | +11.6% |
| All | +17.1% | +18.3% | -1.1% | +11.6% |
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