+417.3%
SITM vs VLTO
+25.1%
+392.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +3.7% | -2.6% | +6.3% | +4.8% |
| 30D | -14.5% | -2.5% | -12.0% | -13.8% |
| 3M | -10.6% | +10.1% | -20.7% | -17.4% |
| 6M | +65.5% | +1.0% | +64.5% | +61.8% |
| YTD | +67.0% | -4.8% | +71.8% | +69.5% |
| 1Y | +138.6% | -9.3% | +147.9% | +149.9% |
| All | +417.3% | +25.1% | +392.2% | +334.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling