+151.9%
FITB vs VLTO
+56.1%
+95.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.9% |
| 30D | +7.3% | +21.8% | -14.5% | -0.7% |
| 3M | -4.0% | +20.2% | -24.2% | -10.9% |
| 6M | +11.9% | +36.3% | -24.4% | -1.9% |
| YTD | +19.0% | +18.8% | +0.2% | +10.7% |
| 1Y | +31.0% | +20.4% | +10.6% | +20.9% |
| 3Y | +143.8% | +71.9% | +71.9% | +97.7% |
| All | +151.9% | +56.1% | +95.8% | +105.7% |
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 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