+84.8%
ITOT vs VLTO
+25.1%
+59.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -2.6% | +2.2% | +0.4% |
| 30D | -1.6% | -2.5% | +0.9% | -0.9% |
| 3M | +3.5% | +10.1% | -6.6% | +0.2% |
| 6M | +13.1% | +1.0% | +12.1% | +12.5% |
| YTD | +12.7% | -4.8% | +17.5% | +14.2% |
| 1Y | +18.3% | -9.3% | +27.6% | +21.8% |
| All | +84.8% | +25.1% | +59.7% | +74.6% |
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 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