-55.0%
FIVN vs VLTO
+57.1%
-112.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -22.8% | +1.5% | -24.3% | -23.5% |
| 30D | -21.3% | +20.9% | -42.3% | -30.1% |
| 3M | -14.0% | +21.4% | -35.4% | -23.8% |
| 6M | +31.1% | +37.6% | -6.5% | +7.5% |
| YTD | +40.0% | +19.5% | +20.5% | +24.9% |
| 1Y | +38.1% | +22.0% | +16.1% | +21.1% |
| 3Y | -55.7% | +70.7% | -126.4% | -66.1% |
| All | -55.0% | +57.1% | -112.0% | -63.7% |
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