-29.5%
INTU vs VLTO
+54.1%
-83.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +7.1% | +12.0% | -4.9% | +1.3% |
| 30D | +23.0% | +20.8% | +2.2% | +12.3% |
| 3M | +8.7% | +20.1% | -11.4% | -0.5% |
| 6M | -10.1% | +32.6% | -42.7% | -21.0% |
| YTD | -45.7% | +17.3% | -63.0% | -49.9% |
| 1Y | -45.1% | +17.3% | -62.4% | -49.4% |
| 3Y | -26.9% | +66.9% | -93.8% | -41.7% |
| All | -29.5% | +54.1% | -83.6% | -41.8% |
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