+8.0%
EFX vs VLTO
+54.8%
-46.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | +2.7% | +5.4% | -2.7% | -1.1% |
| 30D | +33.1% | +22.3% | +10.8% | +15.4% |
| 3M | +8.2% | +19.6% | -11.5% | -4.7% |
| 6M | +10.2% | +35.2% | -25.0% | -10.3% |
| YTD | -11.8% | +17.9% | -29.7% | -21.4% |
| 1Y | -6.1% | +19.5% | -25.6% | -17.2% |
| 3Y | +7.5% | +73.9% | -66.4% | -17.5% |
| All | +8.0% | +54.8% | -46.9% | -15.3% |
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 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