+39.1%
FIVN vs VLTO
+20.2%
+18.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.3% |
| 7D | -19.3% | +2.0% | -21.3% | -20.0% |
| 30D | -20.7% | +21.8% | -42.5% | -28.1% |
| 3M | -15.1% | +20.2% | -35.3% | -22.5% |
| 6M | +30.6% | +36.3% | -5.7% | +12.2% |
| YTD | +44.0% | +18.8% | +25.2% | +31.9% |
| All | +39.1% | +20.2% | +18.9% | +26.5% |
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