-25.3%
VRSK vs VLTO
+23.4%
-48.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -7.7% | -4.5% | -3.2% | -5.8% |
| 30D | -2.8% | -4.6% | +1.8% | -0.8% |
| 3M | -3.7% | +13.3% | -17.0% | -7.9% |
| 6M | -12.8% | +2.1% | -14.9% | -13.5% |
| YTD | -21.0% | -6.1% | -14.9% | -19.5% |
| 1Y | -32.5% | -11.4% | -21.1% | -30.0% |
| All | -25.3% | +23.4% | -48.7% | -28.3% |
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