-100.0%
VIVK vs VLTO
+56.3%
-156.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +0.1% | -22.9% | -22.7% |
| 7D | -56.0% | +1.6% | -57.6% | -55.9% |
| 30D | -92.3% | +22.0% | -114.2% | -92.4% |
| 3M | -98.6% | +21.9% | -120.5% | -98.7% |
| 6M | -99.9% | +36.5% | -136.5% | -99.9% |
| YTD | -100.0% | +19.0% | -118.9% | -100.0% |
| 1Y | -100.0% | +21.0% | -121.0% | -100.0% |
| 3Y | -100.0% | +69.9% | -169.9% | -100.0% |
| All | -100.0% | +56.3% | -156.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling