+91.4%
IBM vs VLTO
+56.3%
+35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +1.6% | -3.2% | -2.0% |
| 30D | +8.4% | +22.0% | -13.5% | +1.3% |
| 3M | +4.2% | +21.9% | -17.7% | -2.7% |
| 6M | +7.9% | +36.5% | -28.6% | -2.7% |
| YTD | -15.2% | +19.0% | -34.2% | -19.9% |
| 1Y | -18.7% | +21.0% | -39.7% | -23.8% |
| 3Y | +79.2% | +69.9% | +9.3% | +61.3% |
| All | +91.4% | +56.3% | +35.1% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling