+12.6%
IR vs VLTO
+20.2%
-7.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +5.0% | +2.0% | +3.0% | +4.4% |
| 30D | +10.3% | +21.8% | -11.5% | +4.3% |
| 3M | -0.1% | +20.2% | -20.3% | -5.2% |
| 6M | +14.8% | +36.3% | -21.6% | +5.0% |
| YTD | +9.7% | +18.8% | -9.1% | +3.6% |
| All | +12.6% | +20.2% | -7.6% | +5.6% |
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