-49.9%
FIVN vs VLTO
+26.2%
-76.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.6% |
| 7D | -8.2% | -1.6% | -6.7% | -7.3% |
| 30D | -8.1% | -2.9% | -5.3% | -6.5% |
| 3M | +34.9% | +12.7% | +22.2% | +25.6% |
| 6M | +72.6% | +1.6% | +71.1% | +70.8% |
| YTD | +55.8% | -4.0% | +59.7% | +59.4% |
| 1Y | +17.1% | -10.2% | +27.3% | +24.7% |
| All | -49.9% | +26.2% | -76.1% | -53.7% |
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