+46.0%
IYR vs VLTO
+56.1%
-10.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.3% | +2.0% | +0.2% | +1.7% |
| 30D | +7.4% | +21.8% | -14.4% | +1.1% |
| 3M | -0.7% | +20.2% | -20.9% | -6.2% |
| 6M | +1.6% | +36.3% | -34.7% | -7.8% |
| YTD | +11.6% | +18.8% | -7.3% | +5.5% |
| 1Y | +10.5% | +20.4% | -9.9% | +3.8% |
| 3Y | +43.4% | +71.9% | -28.5% | +24.2% |
| All | +46.0% | +56.1% | -10.1% | +27.7% |
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