+9.9%
IR vs VLTO
+20.4%
-10.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | +8.1% | +18.7% | -10.6% | +3.0% |
| 3M | +0.7% | +21.7% | -21.0% | -4.9% |
| 6M | +16.6% | +35.8% | -19.3% | +6.8% |
| YTD | +7.8% | +18.3% | -10.5% | +1.9% |
| 1Y | +9.9% | +20.9% | -11.0% | +3.0% |
| All | +9.9% | +20.4% | -10.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling