+61.2%
FIVE vs VLTO
+18.3%
+42.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.6% |
| 7D | +7.5% | +13.8% | -6.4% | +5.2% |
| 30D | +16.7% | +21.2% | -4.5% | +12.9% |
| 3M | +13.4% | +21.5% | -8.1% | +9.5% |
| 6M | +9.0% | +33.0% | -23.9% | +3.5% |
| YTD | +33.8% | +17.8% | +16.0% | +32.8% |
| 1Y | +61.2% | +18.1% | +43.0% | +59.4% |
| All | +61.2% | +18.3% | +42.9% | +59.4% |
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