-16.5%
IT vs VLTO
+20.2%
-36.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.4% |
| 7D | -18.8% | +2.0% | -20.8% | -20.6% |
| 30D | -0.1% | +21.8% | -21.9% | -19.7% |
| 3M | +2.9% | +20.2% | -17.3% | -16.0% |
| 6M | +20.4% | +36.3% | -15.9% | -11.6% |
| YTD | -24.3% | +18.8% | -43.1% | -34.6% |
| All | -16.5% | +20.2% | -36.7% | -28.6% |
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