+312.7%
SITM vs VLTO
+55.4%
+257.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +32.5% | +0.8% | +31.7% | +32.3% |
| 30D | -18.8% | +18.7% | -37.5% | -23.8% |
| 3M | -30.9% | +21.7% | -52.6% | -36.0% |
| 6M | -44.5% | +35.8% | -80.3% | -52.8% |
| YTD | +33.2% | +18.3% | +15.0% | +24.3% |
| 1Y | +53.8% | +20.9% | +33.0% | +41.1% |
| 3Y | +335.7% | +68.8% | +266.8% | +221.1% |
| All | +312.7% | +55.4% | +257.3% | +218.8% |
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