+87.7%
IVV vs VLTO
+54.7%
+32.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.7% | +13.8% | -14.5% | -3.9% |
| 30D | -1.0% | +21.2% | -22.2% | -5.9% |
| 3M | -0.3% | +21.5% | -21.8% | -5.3% |
| 6M | +7.4% | +33.0% | -25.6% | -1.0% |
| YTD | +13.4% | +17.8% | -4.4% | +8.5% |
| 1Y | +14.8% | +18.1% | -3.3% | +9.6% |
| 3Y | +83.3% | +67.6% | +15.8% | +62.8% |
| All | +87.7% | +54.7% | +32.9% | +68.7% |
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