-45.0%
IT vs VLTO
+56.1%
-101.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -18.8% | +2.0% | -20.8% | -19.9% |
| 30D | -0.1% | +21.8% | -21.9% | -12.4% |
| 3M | +2.9% | +20.2% | -17.3% | -8.9% |
| 6M | +20.4% | +36.3% | -15.9% | -0.2% |
| YTD | -24.3% | +18.8% | -43.1% | -32.2% |
| 1Y | -17.2% | +20.4% | -37.6% | -26.3% |
| 3Y | -52.4% | +71.9% | -124.3% | -59.1% |
| All | -45.0% | +56.1% | -101.1% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling