+100.1%
FFIV vs VLTO
+54.1%
+45.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | -14.2% | +12.0% | -26.2% | -17.4% |
| 30D | -33.6% | +20.8% | -54.5% | -37.8% |
| 3M | -24.2% | +20.1% | -44.3% | -28.9% |
| 6M | -8.3% | +32.6% | -40.9% | -17.8% |
| YTD | +22.1% | +17.3% | +4.8% | +15.0% |
| 1Y | +26.5% | +17.3% | +9.2% | +18.9% |
| 3Y | +102.3% | +66.9% | +35.4% | +72.4% |
| All | +100.1% | +54.1% | +45.9% | +74.0% |
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