+50.7%
FIVE vs VLTO
+54.1%
-3.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -1.7% | +12.0% | -13.7% | -6.2% |
| 30D | +14.9% | +20.8% | -5.9% | +6.4% |
| 3M | +7.6% | +20.1% | -12.5% | -0.2% |
| 6M | +6.4% | +32.6% | -26.2% | -5.9% |
| YTD | +28.1% | +17.3% | +10.8% | +19.8% |
| 1Y | +54.7% | +17.3% | +37.4% | +44.4% |
| 3Y | +36.1% | +66.9% | -30.8% | +19.3% |
| All | +50.7% | +54.1% | -3.4% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling