+58.5%
FIVE vs VLTO
+56.1%
+2.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.3% |
| 7D | +6.2% | +2.0% | +4.1% | +5.4% |
| 30D | +18.2% | +21.8% | -3.6% | +9.0% |
| 3M | +3.8% | +20.2% | -16.4% | -3.7% |
| 6M | +13.7% | +36.3% | -22.6% | -0.5% |
| YTD | +34.7% | +18.8% | +15.9% | +25.3% |
| 1Y | +66.6% | +20.4% | +46.2% | +53.7% |
| 3Y | +44.3% | +71.9% | -27.6% | +25.7% |
| All | +58.5% | +56.1% | +2.4% | +39.0% |
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 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