+65.9%
ICE vs VLTO
+69.5%
-3.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +2.0% | +5.4% | -3.4% | +0.2% |
| 30D | +12.9% | +22.3% | -9.4% | +5.5% |
| 3M | +15.4% | +19.6% | -4.2% | +8.5% |
| 6M | +13.1% | +35.2% | -22.1% | +2.0% |
| YTD | +7.5% | +17.9% | -10.4% | +1.3% |
| 1Y | +18.3% | +19.5% | -1.2% | +10.9% |
| 3Y | +65.9% | +73.9% | -8.0% | +46.2% |
| All | +65.9% | +69.5% | -3.6% | +46.2% |
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