-100.0%
VIVK vs VLTO
+73.3%
-173.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.8% | -24.4% | -23.5% |
| 7D | -44.2% | +2.0% | -46.3% | -44.2% |
| 30D | -90.0% | +21.8% | -111.8% | -90.2% |
| 3M | -98.0% | +20.2% | -118.2% | -98.0% |
| 6M | -99.9% | +36.3% | -136.3% | -99.9% |
| YTD | -99.9% | +18.8% | -118.8% | -99.9% |
| 1Y | -100.0% | +20.4% | -120.4% | -100.0% |
| 3Y | -100.0% | +71.9% | -171.9% | -100.0% |
| All | -100.0% | +73.3% | -173.3% | -100.0% |
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