+116.9%
IAU vs VLTO
+57.1%
+59.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | -4.4% | +20.9% | -25.4% | -4.5% |
| 3M | -8.9% | +21.4% | -30.3% | -9.0% |
| 6M | -15.9% | +37.6% | -53.5% | -16.2% |
| YTD | -7.8% | +19.5% | -27.3% | -8.1% |
| 1Y | -3.8% | +22.0% | -25.8% | -4.2% |
| 3Y | +104.3% | +70.7% | +33.7% | +108.3% |
| All | +116.9% | +57.1% | +59.8% | +116.7% |
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