+103.9%
FFIV vs VLTO
+56.1%
+47.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | -33.8% | +21.8% | -55.6% | -38.0% |
| 3M | -20.6% | +20.2% | -40.8% | -25.5% |
| 6M | -10.2% | +36.3% | -46.6% | -20.3% |
| YTD | +24.5% | +18.8% | +5.6% | +16.8% |
| 1Y | +29.3% | +20.4% | +8.9% | +20.4% |
| 3Y | +103.8% | +71.9% | +31.9% | +72.5% |
| All | +103.9% | +56.1% | +47.8% | +76.7% |
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 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