+44.4%
SITM vs VLTO
+18.3%
+26.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.1% |
| 7D | -19.5% | +13.8% | -33.4% | -14.0% |
| 30D | -43.2% | +21.2% | -64.4% | -37.9% |
| 3M | -30.8% | +21.5% | -52.3% | -24.0% |
| 6M | -28.6% | +33.0% | -61.6% | -21.7% |
| YTD | +14.2% | +17.8% | -3.6% | +30.9% |
| 1Y | +44.4% | +18.1% | +26.3% | +65.6% |
| All | +44.4% | +18.3% | +26.1% | +65.6% |
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 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