+99.5%
FFIV vs VLTO
+54.8%
+44.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -8.1% | +5.4% | -13.5% | -9.6% |
| 30D | -33.4% | +22.3% | -55.7% | -37.8% |
| 3M | -24.7% | +19.6% | -44.4% | -29.3% |
| 6M | -8.8% | +35.2% | -44.0% | -18.9% |
| YTD | +21.8% | +17.9% | +3.9% | +14.5% |
| 1Y | +25.3% | +19.5% | +5.8% | +16.9% |
| 3Y | +101.2% | +73.9% | +27.2% | +70.0% |
| All | +99.5% | +54.8% | +44.6% | +73.2% |
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