+157.8%
VICR vs VLTO
+54.8%
+103.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.3% | +8.6% |
| 7D | -23.1% | +5.4% | -28.5% | -23.8% |
| 30D | -48.1% | +22.3% | -70.4% | -50.5% |
| 3M | -32.8% | +19.6% | -52.5% | -35.6% |
| 6M | -47.6% | +35.2% | -82.8% | -53.1% |
| YTD | +34.0% | +17.9% | +16.2% | +29.6% |
| 1Y | +65.0% | +19.5% | +45.5% | +57.8% |
| 3Y | +277.1% | +73.9% | +203.2% | +193.8% |
| All | +157.8% | +54.8% | +103.0% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling