+32.3%
FFIV vs VLTO
+20.4%
+11.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | -33.3% | +18.7% | -52.0% | -34.0% |
| 3M | -24.9% | +21.7% | -46.6% | -26.0% |
| 6M | -10.5% | +35.8% | -46.4% | -14.9% |
| YTD | +24.4% | +18.3% | +6.2% | +22.6% |
| 1Y | +32.3% | +20.9% | +11.4% | +29.7% |
| All | +32.3% | +20.4% | +11.8% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling