+57.5%
FIVE vs VLTO
+27.2%
+30.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.8% |
| 7D | +4.3% | -2.3% | +6.5% | +5.2% |
| 30D | +12.5% | -0.9% | +13.4% | +12.9% |
| 3M | +31.2% | +13.8% | +17.4% | +23.5% |
| 6M | +14.4% | +2.0% | +12.4% | +13.0% |
| YTD | +33.9% | -3.2% | +37.1% | +35.5% |
| 1Y | +65.1% | -9.2% | +74.2% | +72.1% |
| All | +57.5% | +27.2% | +30.4% | +50.2% |
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