+225.9%
VIK vs VLTO
+2.2%
+223.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | -0.8% | -2.6% | +1.8% | +0.7% |
| 30D | -18.0% | -2.5% | -15.6% | -17.2% |
| 3M | -5.8% | +10.1% | -15.9% | -12.8% |
| 6M | +17.2% | +1.0% | +16.2% | +15.5% |
| YTD | +19.1% | -4.8% | +23.9% | +22.2% |
| 1Y | +33.6% | -9.3% | +43.0% | +42.6% |
| All | +225.9% | +2.2% | +223.7% | +205.2% |
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