-10.9%
VRSK vs VLTO
+70.6%
-81.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +1.6% | +1.0% | +0.6% | +1.1% |
| 30D | +15.1% | +17.5% | -2.4% | +6.2% |
| 3M | +12.1% | +21.4% | -9.3% | +1.8% |
| 6M | +29.4% | +38.1% | -8.7% | +11.3% |
| YTD | -6.4% | +19.0% | -25.4% | -14.9% |
| 1Y | -3.6% | +20.7% | -24.2% | -12.8% |
| 3Y | -10.9% | +64.3% | -75.2% | -23.3% |
| All | -10.9% | +70.6% | -81.5% | -23.3% |
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 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