-96.9%
IRE vs VLTO
+13.2%
-110.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.6% | -23.8% | -22.5% |
| 7D | -46.8% | +13.8% | -60.7% | -35.8% |
| 30D | -75.5% | +21.2% | -96.7% | -68.2% |
| 3M | -79.4% | +21.5% | -100.9% | -73.2% |
| 6M | -91.3% | +33.0% | -124.3% | -88.4% |
| YTD | -90.8% | +17.8% | -108.6% | -87.3% |
| 1Y | -97.7% | +18.1% | -115.8% | -96.7% |
| All | -96.9% | +13.2% | -110.1% | -95.0% |
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 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