+68.0%
INTC vs VLTO
+56.1%
+11.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.5% |
| 7D | -1.0% | +2.0% | -3.0% | -1.1% |
| 30D | -43.3% | +21.8% | -65.1% | -44.6% |
| 3M | -41.6% | +20.2% | -61.8% | -42.8% |
| 6M | -52.5% | +36.3% | -88.8% | -55.7% |
| YTD | +60.9% | +18.8% | +42.1% | +58.0% |
| 1Y | +55.7% | +20.4% | +35.3% | +51.5% |
| 3Y | +59.2% | +71.9% | -12.7% | +52.3% |
| All | +68.0% | +56.1% | +11.9% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling