-34.2%
INTU vs VLTO
+27.2%
-61.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.6% |
| 7D | -7.1% | -2.3% | -4.8% | -6.0% |
| 30D | +1.5% | -0.9% | +2.3% | +1.9% |
| 3M | +10.7% | +13.8% | -3.2% | +4.9% |
| 6M | -23.8% | +2.0% | -25.8% | -24.5% |
| YTD | -49.3% | -3.2% | -46.1% | -48.7% |
| 1Y | -49.7% | -9.2% | -40.5% | -47.8% |
| All | -34.2% | +27.2% | -61.4% | -40.4% |
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