+79.4%
IVV vs VLTO
+54.1%
+25.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -4.8% | +12.0% | -16.8% | -7.5% |
| 30D | -5.9% | +20.8% | -26.8% | -10.5% |
| 3M | -4.5% | +20.1% | -24.6% | -9.1% |
| 6M | +1.8% | +32.6% | -30.8% | -6.0% |
| YTD | +8.4% | +17.3% | -8.9% | +3.8% |
| 1Y | +9.4% | +17.3% | -7.9% | +4.7% |
| 3Y | +75.3% | +66.9% | +8.4% | +55.8% |
| All | +79.4% | +54.1% | +25.3% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling