+17.1%
FIVN vs VLTO
-9.1%
+26.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.7% |
| 7D | -8.2% | -1.6% | -6.7% | -7.4% |
| 30D | -8.1% | -2.9% | -5.3% | -6.7% |
| 3M | +34.9% | +12.7% | +22.2% | +28.0% |
| 6M | +72.6% | +1.6% | +71.1% | +70.1% |
| YTD | +55.8% | -4.0% | +59.7% | +57.8% |
| 1Y | +17.1% | -10.2% | +27.3% | +20.1% |
| All | +17.1% | -9.1% | +26.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling