+9.0%
IYR vs VLTO
+21.6%
-12.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.4% |
| 30D | +6.1% | +20.9% | -14.8% | +2.9% |
| 3M | +0.9% | +21.4% | -20.5% | -2.2% |
| 6M | +1.2% | +37.6% | -36.4% | -3.5% |
| YTD | +11.1% | +19.5% | -8.4% | +7.2% |
| 1Y | +9.0% | +22.0% | -13.0% | +4.7% |
| All | +9.0% | +21.6% | -12.6% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling