+145.8%
FITB vs VLTO
+54.8%
+90.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -1.5% | +5.4% | -6.9% | -3.5% |
| 30D | +5.8% | +22.3% | -16.5% | -2.3% |
| 3M | -6.1% | +19.6% | -25.7% | -12.7% |
| 6M | +5.9% | +35.2% | -29.2% | -6.9% |
| YTD | +16.1% | +17.9% | -1.8% | +8.3% |
| 1Y | +28.8% | +19.5% | +9.3% | +19.2% |
| 3Y | +126.0% | +73.9% | +52.1% | +82.7% |
| All | +145.8% | +54.8% | +90.9% | +101.3% |
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