+92.1%
IBM vs VLTO
+54.1%
+38.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -4.3% | +12.0% | -16.3% | -8.0% |
| 30D | +11.7% | +20.8% | -9.2% | +4.6% |
| 3M | +5.5% | +20.1% | -14.6% | -1.0% |
| 6M | +9.5% | +32.6% | -23.2% | -0.3% |
| YTD | -14.9% | +17.3% | -32.2% | -19.3% |
| 1Y | -17.4% | +17.3% | -34.7% | -21.7% |
| 3Y | +83.3% | +66.9% | +16.4% | +65.8% |
| All | +92.1% | +54.1% | +38.0% | +75.3% |
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