-24.4%
VRSK vs VLTO
+25.1%
-49.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.8% |
| 7D | -5.4% | -2.6% | -2.8% | -4.3% |
| 30D | -1.8% | -2.5% | +0.7% | -0.7% |
| 3M | -2.2% | +10.1% | -12.3% | -5.7% |
| 6M | -14.9% | +1.0% | -15.9% | -15.4% |
| YTD | -20.0% | -4.8% | -15.2% | -19.0% |
| 1Y | -33.1% | -9.3% | -23.8% | -31.3% |
| All | -24.4% | +25.1% | -49.5% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling