+81.9%
IBM vs VLTO
+68.7%
+13.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -4.3% | +12.0% | -16.3% | -8.2% |
| 30D | +11.7% | +20.8% | -9.2% | +4.1% |
| 3M | +5.5% | +20.1% | -14.6% | -1.5% |
| 6M | +9.5% | +32.6% | -23.2% | -1.1% |
| YTD | -14.9% | +17.3% | -32.2% | -19.5% |
| 1Y | -17.4% | +17.3% | -34.7% | -22.0% |
| All | +81.9% | +68.7% | +13.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling