-8.8%
IT vs VLTO
+18.3%
-27.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +0.8% |
| 7D | -5.5% | +13.8% | -19.3% | -18.3% |
| 30D | +10.3% | +21.2% | -10.8% | -11.0% |
| 3M | +11.5% | +21.5% | -10.0% | -10.2% |
| 6M | +40.3% | +33.0% | +7.3% | +5.0% |
| YTD | -17.9% | +17.8% | -35.7% | -28.3% |
| 1Y | -8.8% | +18.1% | -26.9% | -20.8% |
| All | -8.8% | +18.3% | -27.1% | -20.8% |
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