+90.5%
IBM vs VLTO
+54.8%
+35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -5.0% | +5.4% | -10.4% | -6.6% |
| 30D | +11.1% | +22.3% | -11.2% | +3.7% |
| 3M | +5.7% | +19.6% | -13.9% | -0.7% |
| 6M | +10.1% | +35.2% | -25.0% | -0.4% |
| YTD | -15.6% | +17.9% | -33.5% | -20.1% |
| 1Y | -19.5% | +19.5% | -39.1% | -24.2% |
| 3Y | +80.4% | +73.9% | +6.5% | +62.4% |
| All | +90.5% | +54.8% | +35.7% | +73.6% |
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 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