+67.1%
FIVE vs VLTO
+21.6%
+45.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +17.4% | +20.9% | -3.5% | +13.9% |
| 3M | +7.0% | +21.4% | -14.4% | +3.7% |
| 6M | +20.5% | +37.6% | -17.1% | +14.0% |
| YTD | +33.1% | +19.5% | +13.6% | +31.9% |
| 1Y | +67.1% | +22.0% | +45.1% | +64.8% |
| All | +67.1% | +21.6% | +45.5% | +64.8% |
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