+80.0%
IVV vs VLTO
+54.8%
+25.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -2.7% | +5.4% | -8.1% | -4.0% |
| 30D | -5.4% | +22.3% | -27.7% | -10.2% |
| 3M | -4.1% | +19.6% | -23.7% | -8.5% |
| 6M | +0.7% | +35.2% | -34.4% | -7.6% |
| YTD | +8.7% | +17.9% | -9.1% | +4.1% |
| 1Y | +11.0% | +19.5% | -8.5% | +5.5% |
| 3Y | +75.4% | +73.9% | +1.5% | +54.7% |
| All | +80.0% | +54.8% | +25.1% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling