-45.1%
IT vs VLTO
+55.4%
-100.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | -3.1% | +18.7% | -21.8% | -13.6% |
| 3M | +6.3% | +21.7% | -15.4% | -6.5% |
| 6M | +24.8% | +35.8% | -11.1% | +3.7% |
| YTD | -24.4% | +18.3% | -42.6% | -32.1% |
| 1Y | -17.1% | +20.9% | -38.0% | -26.3% |
| 3Y | -53.6% | +68.8% | -122.5% | -60.0% |
| All | -45.1% | +55.4% | -100.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling