+105.4%
FFIV vs VLTO
+57.1%
+48.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -2.9% | +1.5% | -4.4% | -3.4% |
| 30D | -32.4% | +20.9% | -53.4% | -36.6% |
| 3M | -22.7% | +21.4% | -44.1% | -27.7% |
| 6M | -10.7% | +37.6% | -48.3% | -20.9% |
| YTD | +25.4% | +19.5% | +5.8% | +17.4% |
| 1Y | +34.2% | +22.0% | +12.2% | +24.3% |
| 3Y | +101.2% | +70.7% | +30.5% | +70.5% |
| All | +105.4% | +57.1% | +48.3% | +77.6% |
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