+283.8%
SITM vs VLTO
+69.5%
+214.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.5% | +17.0% | +17.3% |
| 7D | -6.7% | +5.4% | -12.1% | -7.9% |
| 30D | -37.3% | +22.3% | -59.6% | -41.1% |
| 3M | -39.4% | +19.6% | -59.0% | -42.7% |
| 6M | -33.1% | +35.2% | -68.3% | -41.7% |
| YTD | +18.0% | +17.9% | +0.2% | +12.1% |
| 1Y | +22.7% | +19.5% | +3.2% | +15.3% |
| 3Y | +283.8% | +73.9% | +209.9% | +235.5% |
| All | +283.8% | +69.5% | +214.3% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling