-32.1%
INTU vs VLTO
+56.4%
-88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | +10.1% | +17.5% | -7.4% | +1.8% |
| 3M | -4.2% | +21.4% | -25.6% | -12.8% |
| 6M | -7.2% | +38.1% | -45.4% | -20.0% |
| YTD | -47.7% | +19.0% | -66.7% | -52.1% |
| 1Y | -46.7% | +20.7% | -67.4% | -51.5% |
| 3Y | -34.1% | +64.3% | -98.3% | -47.0% |
| All | -32.1% | +56.4% | -88.4% | -44.3% |
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 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