-17.8%
SIRI vs VLTO
+56.3%
-74.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +5.5% | +1.6% | +3.9% | +4.9% |
| 30D | +22.6% | +22.0% | +0.7% | +13.9% |
| 3M | +12.9% | +21.9% | -9.0% | +4.8% |
| 6M | +22.3% | +36.5% | -14.3% | +8.8% |
| YTD | +67.8% | +19.0% | +48.8% | +57.1% |
| 1Y | +54.6% | +21.0% | +33.6% | +43.4% |
| 3Y | -21.4% | +69.9% | -91.3% | -31.8% |
| All | -17.8% | +56.3% | -74.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling