-29.9%
IT vs VLTO
-9.1%
-20.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -6.6% |
| 7D | -9.1% | -1.6% | -7.6% | -7.5% |
| 30D | -7.0% | -2.9% | -4.2% | -4.0% |
| 3M | +7.6% | +12.7% | -5.0% | -1.3% |
| 6M | +2.1% | +1.6% | +0.5% | +2.3% |
| YTD | -31.6% | -4.0% | -27.6% | -26.7% |
| 1Y | -29.9% | -10.2% | -19.8% | -22.6% |
| All | -29.9% | -9.1% | -20.8% | -22.6% |
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