-100.0%
VIVK vs VLTO
-10.5%
-89.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.9% |
| 7D | -9.5% | -4.5% | -4.9% | -7.8% |
| 30D | -35.1% | -4.6% | -30.5% | -33.9% |
| 3M | -93.4% | +13.3% | -106.6% | -94.1% |
| 6M | -98.0% | +2.1% | -100.1% | -98.0% |
| YTD | -97.9% | -6.1% | -91.8% | -97.6% |
| 1Y | -100.0% | -11.4% | -88.6% | -99.9% |
| All | -100.0% | -10.5% | -89.4% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling