+29.8%
IR vs VLTO
+54.1%
-24.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +2.3% | +12.0% | -9.7% | -3.2% |
| 30D | +3.3% | +20.8% | -17.5% | -5.9% |
| 3M | -9.0% | +20.1% | -29.2% | -17.0% |
| 6M | +8.0% | +32.6% | -24.6% | -6.5% |
| YTD | +3.4% | +17.3% | -13.9% | -5.0% |
| 1Y | +4.5% | +17.3% | -12.8% | -4.1% |
| 3Y | +25.6% | +66.9% | -41.3% | +2.3% |
| All | +29.8% | +54.1% | -24.4% | +7.2% |
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