+65.1%
FIVE vs VLTO
-8.3%
+73.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.4% |
| 7D | +4.3% | -2.3% | +6.5% | +4.7% |
| 30D | +12.5% | -0.9% | +13.4% | +12.7% |
| 3M | +31.2% | +13.8% | +17.4% | +27.5% |
| 6M | +14.4% | +2.0% | +12.4% | +15.1% |
| YTD | +33.9% | -3.2% | +37.1% | +37.0% |
| 1Y | +65.1% | -9.2% | +74.2% | +71.7% |
| All | +65.1% | -8.3% | +73.3% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling