-51.6%
IT vs VLTO
+69.5%
-121.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.4% |
| 7D | -16.9% | +5.4% | -22.3% | -20.1% |
| 30D | +2.3% | +22.3% | -20.0% | -11.8% |
| 3M | +2.9% | +19.6% | -16.8% | -9.7% |
| 6M | +25.9% | +35.2% | -9.3% | +2.9% |
| YTD | -24.6% | +17.9% | -42.5% | -32.9% |
| 1Y | -16.0% | +19.5% | -35.6% | -25.8% |
| 3Y | -51.6% | +73.9% | -125.5% | -59.0% |
| All | -51.6% | +69.5% | -121.0% | -59.0% |
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