+82.1%
IBM vs VLTO
+73.3%
+8.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | +2.0% | -4.6% | -3.2% |
| 30D | +8.4% | +21.8% | -13.4% | +0.7% |
| 3M | +4.5% | +20.2% | -15.7% | -2.5% |
| 6M | +7.9% | +36.3% | -28.5% | -3.5% |
| YTD | -15.2% | +18.8% | -34.1% | -20.2% |
| 1Y | -17.6% | +20.4% | -38.0% | -22.9% |
| 3Y | +82.1% | +71.9% | +10.1% | +63.5% |
| All | +82.1% | +73.3% | +8.8% | +63.5% |
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