+222.7%
VICR vs VLTO
+25.1%
+197.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.6% |
| 7D | +1.3% | -2.6% | +3.8% | +2.0% |
| 30D | -11.9% | -2.5% | -9.5% | -11.5% |
| 3M | -35.1% | +10.1% | -45.2% | -38.8% |
| 6M | +8.1% | +1.0% | +7.1% | +6.6% |
| YTD | +67.8% | -4.8% | +72.6% | +70.7% |
| 1Y | +267.3% | -9.3% | +276.6% | +283.3% |
| All | +222.7% | +25.1% | +197.7% | +180.6% |
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 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