+35.8%
FIVE vs VLTO
+69.5%
-33.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.3% | +5.4% | -5.7% | -2.5% |
| 30D | +17.7% | +22.3% | -4.7% | +7.5% |
| 3M | +4.0% | +19.6% | -15.6% | -4.1% |
| 6M | +2.6% | +35.2% | -32.5% | -11.2% |
| YTD | +27.6% | +17.9% | +9.7% | +18.4% |
| 1Y | +59.9% | +19.5% | +40.4% | +46.9% |
| 3Y | +35.8% | +73.9% | -38.1% | +16.8% |
| All | +35.8% | +69.5% | -33.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling