+84.6%
IVV vs VLTO
+56.4%
+28.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -2.0% | +17.5% | -19.5% | -6.0% |
| 3M | -2.8% | +21.4% | -24.2% | -7.6% |
| 6M | +2.2% | +38.1% | -36.0% | -6.8% |
| YTD | +11.5% | +19.0% | -7.5% | +6.5% |
| 1Y | +13.5% | +20.7% | -7.2% | +7.7% |
| 3Y | +78.1% | +64.3% | +13.8% | +58.6% |
| All | +84.6% | +56.4% | +28.2% | +65.5% |
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