-54.4%
IT vs VLTO
+70.5%
-125.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -7.5% | +1.6% | -9.1% | -8.6% |
| 30D | -1.2% | +22.0% | -23.1% | -14.7% |
| 3M | -2.2% | +21.9% | -24.1% | -15.3% |
| 6M | +19.1% | +36.5% | -17.4% | -3.5% |
| YTD | -25.1% | +19.0% | -44.1% | -33.8% |
| 1Y | -17.4% | +21.0% | -38.4% | -27.6% |
| All | -54.4% | +70.5% | -125.0% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling