+150.6%
FFIV vs VLTO
+27.2%
+123.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -1.0% | -2.3% | +1.3% | -0.1% |
| 30D | -5.1% | -0.9% | -4.2% | -4.9% |
| 3M | -4.5% | +13.8% | -18.3% | -10.0% |
| 6M | +36.5% | +2.0% | +34.5% | +34.6% |
| YTD | +53.0% | -3.2% | +56.2% | +53.9% |
| 1Y | +24.2% | -9.2% | +33.4% | +28.3% |
| All | +150.6% | +27.2% | +123.4% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling